+2,697.3%
AMAT vs ITOT
+896.7%
+1,800.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -14.8% | 0.0% | -14.8% | -14.8% |
| 3M | -9.3% | +2.0% | -11.2% | -10.4% |
| 6M | +27.4% | +13.0% | +14.3% | +10.4% |
| YTD | +77.6% | +14.0% | +63.6% | +53.0% |
| 1Y | +188.9% | +19.9% | +169.0% | +134.3% |
| 3Y | +202.3% | +75.8% | +126.5% | +53.7% |
| 5Y | +248.9% | +73.8% | +175.1% | +89.6% |
| 10Y | +1,585.2% | +295.9% | +1,289.3% | +276.3% |
| All | +2,697.3% | +896.7% | +1,800.6% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling