+1,362.0%
AMAT vs AR
+57.2%
+1,304.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.8% |
| 7D | +19.3% | +6.4% | +12.9% | +18.3% |
| 30D | -17.9% | +3.1% | -21.1% | -18.3% |
| 3M | -30.4% | +3.3% | -33.7% | -31.0% |
| 6M | -11.4% | +6.6% | -18.0% | -12.9% |
| YTD | +48.8% | +12.3% | +36.4% | +44.2% |
| 1Y | +66.0% | +12.3% | +53.7% | +60.8% |
| 3Y | +158.8% | +50.4% | +108.4% | +138.3% |
| 5Y | +153.2% | +101.0% | +52.2% | +121.5% |
| All | +1,362.0% | +57.2% | +1,304.8% | +1,170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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