+1,362.0%
AMAT vs COO
+40.1%
+1,322.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.0% |
| 7D | +19.3% | -2.1% | +21.4% | +20.7% |
| 30D | -17.9% | +13.9% | -31.9% | -24.1% |
| 3M | -30.4% | -18.9% | -11.5% | -23.3% |
| 6M | -11.4% | +3.7% | -15.2% | -17.3% |
| YTD | +48.8% | -24.1% | +72.9% | +67.8% |
| 1Y | +66.0% | -14.2% | +80.2% | +72.9% |
| 3Y | +158.8% | -24.5% | +183.3% | +171.8% |
| 5Y | +153.2% | -40.4% | +193.6% | +209.1% |
| All | +1,362.0% | +40.1% | +1,322.0% | +903.1% |
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 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