+1,425.2%
AMAT vs AME
+437.3%
+987.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +5.5% |
| 7D | +7.0% | +1.1% | +5.9% | +6.7% |
| 30D | -20.6% | -4.1% | -16.5% | -16.4% |
| 3M | -24.8% | -6.3% | -18.4% | -18.7% |
| 6M | -10.7% | +3.5% | -14.3% | -10.9% |
| YTD | +54.3% | +17.3% | +37.0% | +38.1% |
| 1Y | +73.7% | +22.0% | +51.7% | +50.1% |
| 3Y | +168.4% | +62.0% | +106.4% | +75.2% |
| 5Y | +167.6% | +78.5% | +89.1% | +61.4% |
| 10Y | +1,425.2% | +441.6% | +983.6% | +433.9% |
| All | +1,425.2% | +437.3% | +987.9% | +433.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling