+1,946.8%
AMAT vs ITOT
+851.4%
+1,095.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.7% |
| 7D | -14.7% | -2.7% | -12.0% | -11.0% |
| 30D | -36.1% | -5.2% | -30.9% | -30.7% |
| 3M | -36.9% | -4.4% | -32.5% | -32.2% |
| 6M | -22.2% | +0.4% | -22.6% | -20.6% |
| YTD | +29.9% | +8.8% | +21.1% | +20.4% |
| 1Y | +43.3% | +11.0% | +32.2% | +29.6% |
| 3Y | +142.7% | +74.4% | +68.2% | +26.2% |
| 5Y | +126.2% | +60.0% | +66.2% | +38.2% |
| 10Y | +1,211.7% | +296.0% | +915.7% | +198.7% |
| All | +1,946.8% | +851.4% | +1,095.4% | +70.1% |
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