+1,707.5%
AMAT vs ITOT
+293.9%
+1,413.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | +0.1% |
| 7D | +6.9% | -0.4% | +7.3% | +7.5% |
| 30D | -10.1% | -1.6% | -8.5% | -7.8% |
| 3M | -6.0% | +3.5% | -9.5% | -10.2% |
| 6M | +38.6% | +13.1% | +25.5% | +15.7% |
| YTD | +83.1% | +12.7% | +70.4% | +54.8% |
| 1Y | +188.3% | +18.3% | +170.0% | +127.1% |
| 3Y | +225.3% | +76.4% | +148.9% | +39.3% |
| 5Y | +262.0% | +73.8% | +188.2% | +66.7% |
| 10Y | +1,707.5% | +301.2% | +1,406.2% | +152.1% |
| All | +1,707.5% | +293.9% | +1,413.6% | +152.1% |
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