+147.1%
AMAT vs O
+11.2%
+135.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.8% | +10.6% | +11.2% |
| 7D | -1.1% | +3.3% | -4.4% | -1.6% |
| 30D | -26.9% | +10.3% | -37.3% | -28.3% |
| 3M | -31.2% | -3.5% | -27.7% | -30.6% |
| 6M | -14.7% | -1.3% | -13.4% | -15.0% |
| YTD | +44.7% | +10.3% | +34.4% | +38.8% |
| 1Y | +62.0% | +10.4% | +51.5% | +55.2% |
| 3Y | +165.0% | +40.0% | +125.0% | +115.0% |
| 5Y | +147.1% | +12.4% | +134.8% | +136.6% |
| All | +147.1% | +11.2% | +135.9% | +136.6% |
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