+7,297.6%
AMAT vs AU
+793.6%
+6,504.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.5% |
| 7D | -1.5% | -3.6% | +2.1% | -1.2% |
| 30D | -14.8% | +23.9% | -38.7% | -16.7% |
| 3M | -9.3% | +19.1% | -28.3% | -11.1% |
| 6M | +27.4% | -0.2% | +27.6% | +26.7% |
| YTD | +77.6% | +32.5% | +45.1% | +71.9% |
| 1Y | +188.9% | +96.9% | +92.0% | +169.3% |
| 3Y | +202.3% | +614.7% | -412.4% | +147.7% |
| 5Y | +248.9% | +647.7% | -398.8% | +180.5% |
| 10Y | +1,585.2% | +679.2% | +906.0% | +1,194.9% |
| All | +7,297.6% | +793.6% | +6,504.0% | +5,227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling