+137,736.4%
AMAT vs COST
+11,743.1%
+125,993.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.8% |
| 7D | -1.5% | -3.1% | +1.6% | -0.2% |
| 30D | -14.8% | -2.8% | -12.0% | -13.9% |
| 3M | -9.3% | -5.7% | -3.6% | -8.0% |
| 6M | +27.4% | -8.8% | +36.2% | +30.3% |
| YTD | +77.6% | +6.7% | +70.9% | +69.5% |
| 1Y | +188.9% | -3.6% | +192.6% | +187.1% |
| 3Y | +202.3% | +75.1% | +127.2% | +130.6% |
| 5Y | +248.9% | +108.9% | +140.0% | +149.4% |
| 10Y | +1,585.2% | +586.2% | +999.0% | +656.6% |
| All | +137,736.4% | +11,743.1% | +125,993.3% | +20,161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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