+1,370.8%
AMAT vs COO
+38.3%
+1,332.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -2.5% | +4.5% | -7.0% | -4.8% |
| 30D | -26.5% | +16.9% | -43.4% | -32.9% |
| 3M | -28.6% | -16.7% | -11.9% | -22.4% |
| 6M | -14.2% | +5.9% | -20.2% | -20.8% |
| YTD | +45.5% | -22.4% | +67.9% | +62.2% |
| 1Y | +59.3% | -10.1% | +69.5% | +61.6% |
| 3Y | +153.1% | -22.8% | +175.9% | +162.8% |
| 5Y | +158.2% | -41.4% | +199.6% | +219.0% |
| 10Y | +1,370.8% | +41.3% | +1,329.5% | +980.5% |
| All | +1,370.8% | +38.3% | +1,332.5% | +980.5% |
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