+1,362.0%
AMAT vs AU
+832.2%
+529.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.8% | +1.2% | -3.0% |
| 7D | +19.3% | -1.1% | +20.4% | +19.5% |
| 30D | -17.9% | -4.4% | -13.5% | -17.5% |
| 3M | -30.4% | -10.0% | -20.5% | -29.7% |
| 6M | -11.4% | -14.5% | +3.0% | -10.3% |
| YTD | +48.8% | +6.4% | +42.4% | +47.0% |
| 1Y | +66.0% | +7.7% | +58.3% | +63.8% |
| 3Y | +158.8% | +514.1% | -355.3% | +116.0% |
| 5Y | +153.2% | +386.5% | -233.4% | +110.1% |
| All | +1,362.0% | +832.2% | +529.8% | +1,149.1% |
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