+1,321.9%
AMAT vs C
+216.5%
+1,105.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +11.4% | +4.2% | +7.2% | +8.7% |
| 30D | -17.0% | +2.0% | -19.0% | -17.6% |
| 3M | -30.6% | -10.1% | -20.5% | -25.6% |
| 6M | -14.9% | +1.0% | -15.9% | -14.5% |
| YTD | +44.7% | +8.5% | +36.2% | +38.6% |
| 1Y | +66.9% | +25.7% | +41.2% | +46.3% |
| 3Y | +153.3% | +216.0% | -62.7% | +24.9% |
| 5Y | +146.2% | +112.3% | +33.9% | +51.8% |
| All | +1,321.9% | +216.5% | +1,105.4% | +664.9% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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