+1,321.9%
AMAT vs AR
+57.4%
+1,264.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +11.4% | +7.4% | +4.0% | +10.3% |
| 30D | -17.0% | +5.8% | -22.8% | -17.7% |
| 3M | -30.6% | +5.2% | -35.8% | -31.3% |
| 6M | -14.9% | +5.4% | -20.4% | -16.2% |
| YTD | +44.7% | +12.4% | +32.3% | +40.2% |
| 1Y | +66.9% | +12.8% | +54.1% | +61.5% |
| 3Y | +153.3% | +47.2% | +106.1% | +133.9% |
| 5Y | +146.2% | +101.1% | +45.1% | +115.4% |
| All | +1,321.9% | +57.4% | +1,264.6% | +1,135.1% |
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