+1,321.9%
AMAT vs ITOT
+287.5%
+1,034.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.1% |
| 7D | +11.4% | +2.5% | +8.9% | +7.3% |
| 30D | -17.0% | -1.7% | -15.3% | -13.4% |
| 3M | -30.6% | -3.4% | -27.3% | -25.5% |
| 6M | -14.9% | +2.1% | -17.1% | -15.2% |
| YTD | +44.7% | +11.5% | +33.2% | +26.5% |
| 1Y | +66.9% | +13.6% | +53.3% | +41.9% |
| 3Y | +153.3% | +77.2% | +76.1% | +9.2% |
| 5Y | +146.2% | +64.4% | +81.9% | +25.4% |
| All | +1,321.9% | +287.5% | +1,034.4% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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