+59.3%
AMAT vs O
+10.5%
+48.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.6% |
| 7D | -2.5% | +3.5% | -6.0% | +0.3% |
| 30D | -26.5% | +10.4% | -36.9% | -20.5% |
| 3M | -28.6% | -2.4% | -26.1% | -28.6% |
| 6M | -14.2% | -1.2% | -13.0% | -13.5% |
| YTD | +45.5% | +10.4% | +35.1% | +53.1% |
| 1Y | +59.3% | +11.4% | +47.9% | +66.7% |
| All | +59.3% | +10.5% | +48.9% | +66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling