+4,124.7%
AMAT vs FIVE
+867.4%
+3,257.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.7% | -10.0% | -5.3% |
| 7D | -11.2% | +7.5% | -18.7% | -13.3% |
| 30D | -31.9% | +16.7% | -48.6% | -35.2% |
| 3M | -32.3% | +13.4% | -45.7% | -35.5% |
| 6M | -5.4% | +9.0% | -14.4% | -9.4% |
| YTD | +44.3% | +33.8% | +10.5% | +29.3% |
| 1Y | +61.4% | +61.2% | +0.2% | +36.4% |
| 3Y | +170.6% | +42.1% | +128.5% | +119.5% |
| 5Y | +156.4% | +21.4% | +135.0% | +111.9% |
| 10Y | +1,356.4% | +609.1% | +747.3% | +688.6% |
| All | +4,124.7% | +867.4% | +3,257.3% | +1,993.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling