+132.8%
AMAT vs ON
-8.2%
+141.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -11.6% | -2.0% | -7.5% |
| 7D | -24.3% | -16.3% | -8.0% | -16.5% |
| 30D | -39.8% | -27.0% | -12.8% | -29.0% |
| 3M | -40.2% | -18.1% | -22.1% | -33.9% |
| 6M | -22.1% | -38.6% | +16.5% | -2.2% |
| YTD | +24.7% | +16.4% | +8.3% | +11.9% |
| 1Y | +33.3% | +25.8% | +7.4% | +14.6% |
| All | +132.8% | -8.2% | +141.1% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling