+66.0%
AMAT vs ON
+49.7%
+16.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +19.3% | +17.0% | +2.3% | +9.3% |
| 30D | -17.9% | -3.9% | -14.1% | -16.0% |
| 3M | -30.4% | -11.5% | -18.9% | -26.1% |
| 6M | -11.4% | -29.2% | +17.7% | +3.6% |
| YTD | +48.8% | +36.2% | +12.6% | +24.2% |
| 1Y | +66.0% | +49.6% | +16.4% | +34.6% |
| All | +66.0% | +49.7% | +16.3% | +34.6% |
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 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