+1,587.5%
AMAT vs FIVE
+478.4%
+1,109.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.1% | -0.8% | +2.5% |
| 7D | -1.5% | +4.3% | -5.8% | -3.0% |
| 30D | -14.8% | +12.5% | -27.3% | -18.7% |
| 3M | -9.3% | +31.2% | -40.5% | -18.3% |
| 6M | +27.4% | +14.4% | +13.0% | +19.2% |
| YTD | +77.6% | +33.9% | +43.7% | +57.0% |
| 1Y | +188.9% | +65.1% | +123.9% | +136.1% |
| 3Y | +202.3% | +49.0% | +153.3% | +133.1% |
| 5Y | +248.9% | +30.3% | +218.6% | +172.7% |
| All | +1,587.5% | +478.4% | +1,109.0% | +750.2% |
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