+1,162.1%
AMAT vs AMT
+113.8%
+1,048.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +4.9% |
| 7D | -14.7% | +0.5% | -15.2% | -14.9% |
| 30D | -36.1% | +13.6% | -49.7% | -38.6% |
| 3M | -36.9% | +11.5% | -48.3% | -39.2% |
| 6M | -22.2% | +6.9% | -29.1% | -25.4% |
| YTD | +29.9% | +10.8% | +19.1% | +22.1% |
| 1Y | +43.3% | +10.3% | +32.9% | +34.7% |
| 3Y | +142.7% | +12.4% | +130.3% | +109.3% |
| 5Y | +126.2% | -20.1% | +146.3% | +130.4% |
| All | +1,162.1% | +113.8% | +1,048.3% | +805.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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