+100,756.0%
AMAT vs COST
+13,545.6%
+87,210.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.7% |
| 7D | -14.7% | +4.1% | -18.8% | -16.4% |
| 30D | -36.1% | +12.0% | -48.1% | -39.5% |
| 3M | -36.9% | +11.2% | -48.0% | -40.2% |
| 6M | -22.2% | +6.1% | -28.3% | -25.8% |
| YTD | +29.9% | +22.9% | +7.0% | +15.9% |
| 1Y | +43.3% | +14.7% | +28.5% | +31.5% |
| 3Y | +142.7% | +92.3% | +50.3% | +76.7% |
| 5Y | +126.2% | +116.6% | +9.6% | +57.8% |
| 10Y | +1,211.7% | +775.4% | +436.3% | +429.3% |
| All | +100,756.0% | +13,545.6% | +87,210.4% | +13,759.6% |
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