+117.1%
AMAT vs COO
-39.4%
+156.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.4% | -12.2% | -13.0% |
| 7D | -24.3% | +5.3% | -29.5% | -25.9% |
| 30D | -39.8% | +12.5% | -52.3% | -42.9% |
| 3M | -40.2% | -15.1% | -25.0% | -36.6% |
| 6M | -22.1% | +3.7% | -25.8% | -26.3% |
| YTD | +24.7% | -22.5% | +47.2% | +37.5% |
| 1Y | +33.3% | -7.8% | +41.1% | +33.7% |
| 3Y | +133.9% | -24.1% | +157.9% | +142.4% |
| 5Y | +117.1% | -40.1% | +157.2% | +145.4% |
| All | +117.1% | -39.4% | +156.5% | +145.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling