+153.2%
AMAT vs O
+9.8%
+143.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | +19.3% | -0.4% | +19.7% | +19.4% |
| 30D | -17.9% | +8.3% | -26.2% | -19.2% |
| 3M | -30.4% | -4.0% | -26.5% | -29.8% |
| 6M | -11.4% | -2.6% | -8.8% | -11.4% |
| YTD | +48.8% | +9.9% | +38.9% | +42.8% |
| 1Y | +66.0% | +9.8% | +56.2% | +59.3% |
| 3Y | +158.8% | +39.7% | +119.1% | +110.0% |
| 5Y | +153.2% | +9.2% | +144.0% | +141.6% |
| All | +153.2% | +9.8% | +143.4% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling