+1,321.9%
AMAT vs AME
+444.5%
+877.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.2% | -3.2% |
| 7D | +11.4% | +5.9% | +5.5% | +5.5% |
| 30D | -17.0% | -1.9% | -15.1% | -14.6% |
| 3M | -30.6% | -5.4% | -25.2% | -25.9% |
| 6M | -14.9% | +4.9% | -19.9% | -16.2% |
| YTD | +44.7% | +18.5% | +26.2% | +28.2% |
| 1Y | +66.9% | +25.5% | +41.4% | +40.4% |
| 3Y | +153.3% | +63.0% | +90.3% | +64.2% |
| 5Y | +146.2% | +78.3% | +67.9% | +48.4% |
| All | +1,321.9% | +444.5% | +877.5% | +389.5% |
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