+1,162.1%
AMAT vs COO
+41.2%
+1,120.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +5.2% |
| 7D | -14.7% | +4.7% | -19.4% | -17.0% |
| 30D | -36.1% | +13.9% | -50.0% | -40.9% |
| 3M | -36.9% | -14.9% | -21.9% | -32.4% |
| 6M | -22.2% | +2.0% | -24.2% | -26.7% |
| YTD | +29.9% | -23.9% | +53.8% | +46.2% |
| 1Y | +43.3% | -9.6% | +52.9% | +44.4% |
| 3Y | +142.7% | -25.4% | +168.1% | +157.2% |
| 5Y | +126.2% | -41.2% | +167.4% | +177.5% |
| All | +1,162.1% | +41.2% | +1,120.9% | +828.4% |
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