+1,587.5%
AMAT vs BEN
+57.9%
+1,529.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +2.3% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -14.8% | -0.5% | -14.3% | -14.5% |
| 3M | -9.3% | +9.7% | -19.0% | -13.7% |
| 6M | +27.4% | +33.9% | -6.5% | +7.7% |
| YTD | +77.6% | +49.0% | +28.6% | +40.7% |
| 1Y | +188.9% | +42.1% | +146.8% | +133.6% |
| 3Y | +202.3% | +51.9% | +150.4% | +125.3% |
| 5Y | +248.9% | +39.0% | +209.9% | +170.9% |
| All | +1,587.5% | +57.9% | +1,529.5% | +1,063.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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