+111,876.4%
AMAT vs COO
+5,536.4%
+106,340.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.9% | -9.2% | -3.9% |
| 7D | -11.2% | +8.4% | -19.6% | -12.0% |
| 30D | -31.9% | +13.5% | -45.4% | -32.9% |
| 3M | -32.3% | -13.8% | -18.6% | -31.5% |
| 6M | -5.4% | +4.7% | -10.1% | -6.6% |
| YTD | +44.3% | -21.4% | +65.7% | +47.2% |
| 1Y | +61.4% | -6.7% | +68.1% | +61.5% |
| 3Y | +170.6% | -23.0% | +193.6% | +175.1% |
| 5Y | +156.4% | -38.7% | +195.2% | +167.2% |
| 10Y | +1,356.4% | +46.8% | +1,309.6% | +1,318.8% |
| All | +111,876.4% | +5,536.4% | +106,340.0% | +86,313.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling