+61.4%
AMAT vs ON
+41.6%
+19.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.3% |
| 7D | -11.2% | -5.8% | -5.4% | -8.2% |
| 30D | -31.9% | -17.1% | -14.8% | -24.8% |
| 3M | -32.3% | -11.8% | -20.5% | -28.2% |
| 6M | -5.4% | -30.2% | +24.8% | +11.4% |
| YTD | +44.3% | +31.6% | +12.7% | +19.9% |
| 1Y | +61.4% | +47.6% | +13.8% | +26.0% |
| All | +61.4% | +41.6% | +19.7% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling