+43.3%
AMAT vs COO
-9.4%
+52.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.1% |
| 7D | -14.7% | +4.7% | -19.4% | -14.5% |
| 30D | -36.1% | +13.9% | -50.0% | -36.0% |
| 3M | -36.9% | -14.9% | -21.9% | -37.0% |
| 6M | -22.2% | +2.0% | -24.2% | -24.1% |
| YTD | +29.9% | -23.9% | +53.8% | +46.8% |
| 1Y | +43.3% | -9.6% | +52.9% | +59.0% |
| All | +43.3% | -9.4% | +52.6% | +59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling