+1,587.5%
AMAT vs AMT
+96.2%
+1,491.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.6% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -14.8% | +4.6% | -19.4% | -16.1% |
| 3M | -9.3% | -8.4% | -0.8% | -7.8% |
| 6M | +27.4% | -6.0% | +33.4% | +27.6% |
| YTD | +77.6% | +2.1% | +75.4% | +71.6% |
| 1Y | +188.9% | -6.4% | +195.3% | +187.6% |
| 3Y | +202.3% | +8.1% | +194.2% | +160.7% |
| 5Y | +248.9% | -31.9% | +280.8% | +280.9% |
| All | +1,587.5% | +96.2% | +1,491.2% | +1,108.5% |
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