+1,587.5%
AMAT vs COO
+49.3%
+1,538.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +5.1% |
| 7D | -1.5% | -2.2% | +0.7% | -0.3% |
| 30D | -14.8% | -7.0% | -7.8% | -11.5% |
| 3M | -9.3% | +12.2% | -21.5% | -17.1% |
| 6M | +27.4% | -15.1% | +42.5% | +37.3% |
| YTD | +77.6% | -15.1% | +92.7% | +91.4% |
| 1Y | +188.9% | +2.3% | +186.6% | +175.1% |
| 3Y | +202.3% | -23.7% | +226.0% | +225.2% |
| 5Y | +248.9% | -38.9% | +287.8% | +331.0% |
| All | +1,587.5% | +49.3% | +1,538.2% | +1,084.5% |
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