+59.3%
AMAT vs COO
-9.3%
+68.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -2.5% | +4.5% | -7.0% | -2.3% |
| 30D | -26.5% | +16.9% | -43.4% | -26.5% |
| 3M | -28.6% | -16.7% | -11.9% | -28.8% |
| 6M | -14.2% | +5.9% | -20.2% | -17.1% |
| YTD | +45.5% | -22.4% | +67.9% | +64.9% |
| 1Y | +59.3% | -10.1% | +69.5% | +77.1% |
| All | +59.3% | -9.3% | +68.7% | +77.1% |
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 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