+1,321.9%
AMAT vs MKTX
+12.8%
+1,309.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.8% |
| 7D | +11.4% | +0.2% | +11.1% | +11.3% |
| 30D | -17.0% | +0.9% | -18.0% | -17.2% |
| 3M | -30.6% | +2.6% | -33.2% | -31.1% |
| 6M | -14.9% | +20.4% | -35.4% | -19.9% |
| YTD | +44.7% | -7.1% | +51.7% | +45.6% |
| 1Y | +66.9% | -2.8% | +69.6% | +65.5% |
| 3Y | +153.3% | -21.7% | +175.0% | +154.6% |
| 5Y | +146.2% | -54.5% | +200.7% | +193.1% |
| All | +1,321.9% | +12.8% | +1,309.1% | +1,212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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