+1,707.5%
AMAT vs MKTX
+7.4%
+1,700.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +6.9% | +0.3% | +6.7% | +6.9% |
| 30D | -10.1% | +1.0% | -11.1% | -10.3% |
| 3M | -6.0% | +40.8% | -46.8% | -15.0% |
| 6M | +38.6% | -10.9% | +49.5% | +41.6% |
| YTD | +83.1% | -8.6% | +91.7% | +85.1% |
| 1Y | +188.3% | -11.6% | +199.9% | +193.1% |
| 3Y | +225.3% | -24.5% | +249.9% | +229.4% |
| 5Y | +262.0% | -60.7% | +322.7% | +353.1% |
| 10Y | +1,707.5% | +5.1% | +1,702.3% | +1,574.3% |
| All | +1,707.5% | +7.4% | +1,700.1% | +1,574.3% |
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