+137,736.4%
AMAT vs LEN
+10,533.4%
+127,203.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | -1.5% | -3.2% | +1.7% | -0.5% |
| 30D | -14.8% | -4.9% | -9.9% | -13.7% |
| 3M | -9.3% | -8.5% | -0.8% | -7.2% |
| 6M | +27.4% | -20.7% | +48.1% | +36.0% |
| YTD | +77.6% | -17.4% | +95.0% | +86.4% |
| 1Y | +188.9% | -38.2% | +227.2% | +229.3% |
| 3Y | +202.3% | -24.9% | +227.2% | +216.7% |
| 5Y | +248.9% | -11.4% | +260.3% | +247.8% |
| 10Y | +1,585.2% | +110.0% | +1,475.2% | +1,142.0% |
| All | +137,736.4% | +10,533.4% | +127,203.0% | +22,281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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