+1,370.8%
AMAT vs AU
+750.1%
+620.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +1.2% |
| 7D | -2.5% | +15.3% | -17.7% | -4.2% |
| 30D | -26.5% | -0.3% | -26.2% | -26.5% |
| 3M | -28.6% | -2.9% | -25.7% | -28.5% |
| 6M | -14.2% | -10.7% | -3.6% | -13.7% |
| YTD | +45.5% | +14.0% | +31.5% | +42.6% |
| 1Y | +59.3% | +32.5% | +26.8% | +53.9% |
| 3Y | +153.1% | +557.9% | -404.8% | +110.1% |
| 5Y | +158.2% | +441.0% | -282.9% | +112.7% |
| 10Y | +1,370.8% | +816.9% | +553.9% | +1,145.7% |
| All | +1,370.8% | +750.1% | +620.7% | +1,145.7% |
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