+1,162.1%
AMAT vs O
+69.5%
+1,092.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.5% |
| 7D | -14.7% | +3.7% | -18.4% | -16.0% |
| 30D | -36.1% | +11.2% | -47.3% | -39.0% |
| 3M | -36.9% | -4.0% | -32.9% | -36.1% |
| 6M | -22.2% | -5.2% | -17.0% | -21.5% |
| YTD | +29.9% | +9.5% | +20.5% | +22.6% |
| 1Y | +43.3% | +10.6% | +32.7% | +34.4% |
| 3Y | +142.7% | +38.1% | +104.6% | +98.2% |
| 5Y | +126.2% | +10.2% | +116.0% | +106.9% |
| All | +1,162.1% | +69.5% | +1,092.6% | +886.6% |
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