+1,665.8%
AMAT vs AU
+643.7%
+1,022.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.1% |
| 7D | +7.0% | -0.3% | +7.3% | +7.0% |
| 30D | -12.2% | +12.8% | -25.0% | -13.6% |
| 3M | -3.8% | +28.5% | -32.3% | -7.1% |
| 6M | +45.9% | +4.8% | +41.1% | +43.9% |
| YTD | +84.6% | +31.0% | +53.7% | +78.1% |
| 1Y | +193.4% | +81.4% | +111.9% | +174.1% |
| 3Y | +228.1% | +618.4% | -390.4% | +168.2% |
| 5Y | +268.9% | +686.3% | -417.4% | +194.8% |
| 10Y | +1,665.8% | +664.5% | +1,001.2% | +1,403.5% |
| All | +1,665.8% | +643.7% | +1,022.0% | +1,403.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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