+1,162.1%
AMAT vs AR
+44.3%
+1,117.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.3% |
| 7D | -14.7% | -14.3% | -0.4% | -12.9% |
| 30D | -36.1% | +1.4% | -37.5% | -36.3% |
| 3M | -36.9% | +3.4% | -40.2% | -37.4% |
| 6M | -22.2% | -2.1% | -20.1% | -22.6% |
| YTD | +29.9% | +4.7% | +25.2% | +27.2% |
| 1Y | +43.3% | +10.6% | +32.7% | +38.8% |
| 3Y | +142.7% | +24.6% | +118.1% | +128.9% |
| 5Y | +126.2% | +71.9% | +54.3% | +101.6% |
| All | +1,162.1% | +44.3% | +1,117.8% | +1,023.1% |
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