+1,162.1%
AMAT vs ON
+461.8%
+700.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +3.9% |
| 7D | -14.7% | -11.7% | -3.0% | -8.0% |
| 30D | -36.1% | -23.3% | -12.8% | -25.4% |
| 3M | -36.9% | -19.2% | -17.7% | -29.1% |
| 6M | -22.2% | -40.1% | +17.9% | +1.0% |
| YTD | +29.9% | +16.9% | +13.0% | +12.7% |
| 1Y | +43.3% | +29.7% | +13.5% | +16.4% |
| 3Y | +142.7% | -4.4% | +147.1% | +114.4% |
| 5Y | +126.2% | +7.1% | +119.1% | +73.7% |
| All | +1,162.1% | +461.8% | +700.3% | +251.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling