+2,179.6%
AMAT vs ITOT
+874.9%
+1,304.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.5% | +8.9% | +8.0% |
| 7D | -1.1% | +0.2% | -1.3% | -0.6% |
| 30D | -26.9% | -3.0% | -23.9% | -22.9% |
| 3M | -31.2% | -2.7% | -28.5% | -27.7% |
| 6M | -14.7% | +2.6% | -17.3% | -15.3% |
| YTD | +44.7% | +11.5% | +33.2% | +30.1% |
| 1Y | +62.0% | +13.5% | +48.4% | +42.5% |
| 3Y | +165.0% | +79.7% | +85.2% | +32.7% |
| 5Y | +147.1% | +64.2% | +82.9% | +46.1% |
| 10Y | +1,315.3% | +290.2% | +1,025.1% | +226.7% |
| All | +2,179.6% | +874.9% | +1,304.7% | +83.7% |
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 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