+1,370.8%
AMAT vs AME
+438.4%
+932.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.5% | -4.1% | +1.7% | +2.4% |
| 30D | -26.5% | -4.1% | -22.4% | -22.6% |
| 3M | -28.6% | -5.6% | -22.9% | -23.4% |
| 6M | -14.2% | +2.8% | -17.1% | -13.9% |
| YTD | +45.5% | +16.6% | +28.9% | +31.0% |
| 1Y | +59.3% | +21.1% | +38.3% | +38.7% |
| 3Y | +153.1% | +61.1% | +92.0% | +66.2% |
| 5Y | +158.2% | +76.6% | +81.6% | +57.3% |
| 10Y | +1,370.8% | +431.3% | +939.5% | +420.7% |
| All | +1,370.8% | +438.4% | +932.4% | +420.7% |
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