+1,321.9%
AMAT vs COO
+41.1%
+1,280.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.5% | -3.1% |
| 7D | +11.4% | +0.5% | +10.9% | +11.2% |
| 30D | -17.0% | +14.2% | -31.2% | -23.3% |
| 3M | -30.6% | -18.2% | -12.4% | -23.9% |
| 6M | -14.9% | +5.3% | -20.3% | -21.3% |
| YTD | +44.7% | -23.6% | +68.2% | +62.5% |
| 1Y | +66.9% | -12.7% | +79.6% | +72.0% |
| 3Y | +153.3% | -24.2% | +177.5% | +165.7% |
| 5Y | +146.2% | -40.0% | +186.2% | +199.4% |
| All | +1,321.9% | +41.1% | +1,280.8% | +871.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling