+1,321.9%
AMAT vs O
+80.9%
+1,241.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +11.4% | -0.4% | +11.7% | +11.6% |
| 30D | -17.0% | +7.1% | -24.2% | -19.5% |
| 3M | -30.6% | -5.2% | -25.4% | -29.4% |
| 6M | -14.9% | -1.8% | -13.2% | -15.5% |
| YTD | +44.7% | +9.1% | +35.6% | +36.8% |
| 1Y | +66.9% | +9.7% | +57.2% | +57.2% |
| 3Y | +153.3% | +39.1% | +114.2% | +106.1% |
| 5Y | +146.2% | +8.4% | +137.9% | +127.1% |
| All | +1,321.9% | +80.9% | +1,241.1% | +988.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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