+145.9%
AMAT vs COMP
-52.0%
+197.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.7% | -6.5% | +2.5% |
| 7D | -14.7% | +13.4% | -28.2% | -16.4% |
| 30D | -36.1% | +11.1% | -47.2% | -37.4% |
| 3M | -36.9% | -18.8% | -18.0% | -35.1% |
| 6M | -22.2% | +10.5% | -32.7% | -24.6% |
| YTD | +29.9% | -3.4% | +33.3% | +27.0% |
| 1Y | +43.3% | +19.7% | +23.6% | +35.0% |
| 3Y | +142.7% | +381.6% | -238.9% | +68.6% |
| 5Y | +126.2% | -17.6% | +143.8% | +89.5% |
| All | +145.9% | -52.0% | +197.9% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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