+1,111.0%
AMAT vs FIVE
+566.1%
+544.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.3% | -9.3% | -12.0% |
| 7D | -24.3% | -1.7% | -22.6% | -23.8% |
| 30D | -39.8% | +14.9% | -54.7% | -42.8% |
| 3M | -40.2% | +7.6% | -47.8% | -42.2% |
| 6M | -22.1% | +6.4% | -28.5% | -25.2% |
| YTD | +24.7% | +28.1% | -3.4% | +11.6% |
| 1Y | +33.3% | +54.7% | -21.5% | +11.2% |
| 3Y | +133.9% | +36.1% | +97.8% | +86.6% |
| 5Y | +117.1% | +14.9% | +102.2% | +77.6% |
| All | +1,111.0% | +566.1% | +544.9% | +525.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling