+1,665.8%
AMAT vs O
+50.0%
+1,615.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +7.0% | -0.6% | +7.6% | +7.2% |
| 30D | -12.2% | -2.0% | -10.3% | -11.5% |
| 3M | -3.8% | +3.0% | -6.8% | -5.9% |
| 6M | +45.9% | -3.6% | +49.6% | +46.7% |
| YTD | +84.6% | +12.1% | +72.6% | +73.3% |
| 1Y | +193.4% | +8.9% | +184.5% | +178.4% |
| 3Y | +228.1% | +30.3% | +197.7% | +177.7% |
| 5Y | +268.9% | +13.7% | +255.2% | +233.6% |
| 10Y | +1,665.8% | +50.3% | +1,615.5% | +1,299.9% |
| All | +1,665.8% | +50.0% | +1,615.7% | +1,299.9% |
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