+1,321.9%
AMAT vs ON
+533.9%
+788.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -0.6% |
| 7D | +11.4% | +12.2% | -0.9% | +4.4% |
| 30D | -17.0% | -3.1% | -13.9% | -15.1% |
| 3M | -30.6% | -12.9% | -17.7% | -25.2% |
| 6M | -14.9% | -38.6% | +23.6% | +9.5% |
| YTD | +44.7% | +31.2% | +13.5% | +17.7% |
| 1Y | +66.9% | +47.6% | +19.2% | +26.1% |
| 3Y | +153.3% | +6.6% | +146.7% | +110.6% |
| 5Y | +146.2% | +21.3% | +125.0% | +76.3% |
| All | +1,321.9% | +533.9% | +788.0% | +274.6% |
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