+203.0%
AMAT vs O
+28.8%
+174.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.2% |
| 7D | -1.5% | -0.7% | -0.8% | -1.6% |
| 30D | -14.8% | -1.9% | -12.9% | -15.1% |
| 3M | -9.3% | +3.8% | -13.1% | -9.1% |
| 6M | +27.4% | -4.7% | +32.1% | +27.3% |
| YTD | +77.6% | +12.5% | +65.1% | +79.1% |
| 1Y | +188.9% | +10.8% | +178.1% | +191.2% |
| All | +203.0% | +28.8% | +174.2% | +189.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling