+117.1%
AMAT vs O
+10.9%
+106.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.5% | -14.0% | -13.7% |
| 7D | -24.3% | +4.5% | -28.8% | -24.9% |
| 30D | -39.8% | +10.2% | -50.0% | -40.9% |
| 3M | -40.2% | -3.8% | -36.4% | -39.6% |
| 6M | -22.1% | -3.8% | -18.3% | -21.7% |
| YTD | +24.7% | +10.3% | +14.3% | +19.6% |
| 1Y | +33.3% | +11.9% | +21.4% | +27.1% |
| 3Y | +133.9% | +38.1% | +95.7% | +91.6% |
| 5Y | +117.1% | +11.1% | +106.0% | +107.9% |
| All | +117.1% | +10.9% | +106.2% | +107.9% |
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