+22,423.5%
AMAT vs O
+5,387.7%
+17,035.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | -1.5% | -0.7% | -0.8% | -1.2% |
| 30D | -14.8% | -1.9% | -12.9% | -14.2% |
| 3M | -9.3% | +3.8% | -13.1% | -11.5% |
| 6M | +27.4% | -4.7% | +32.1% | +28.6% |
| YTD | +77.6% | +12.5% | +65.1% | +67.1% |
| 1Y | +188.9% | +10.8% | +178.1% | +173.1% |
| 3Y | +202.3% | +28.8% | +173.5% | +161.6% |
| 5Y | +248.9% | +13.2% | +235.7% | +218.5% |
| 10Y | +1,585.2% | +53.5% | +1,531.8% | +1,200.2% |
| All | +22,423.5% | +5,387.7% | +17,035.8% | +4,372.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling