+188.9%
AMAT vs COO
+4.1%
+184.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.3% |
| 7D | -1.5% | -2.2% | +0.7% | -1.5% |
| 30D | -14.8% | -7.0% | -7.8% | -14.7% |
| 3M | -9.3% | +12.2% | -21.5% | -11.3% |
| 6M | +27.4% | -15.1% | +42.5% | +39.5% |
| YTD | +77.6% | -15.1% | +92.7% | +94.9% |
| 1Y | +188.9% | +2.3% | +186.6% | +201.1% |
| All | +188.9% | +4.1% | +184.8% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling