+203.0%
AMAT vs ON
-25.0%
+228.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.8% |
| 7D | -1.5% | +2.4% | -3.9% | -2.7% |
| 30D | -14.8% | -3.3% | -11.5% | -13.4% |
| 3M | -9.3% | -43.6% | +34.3% | +17.7% |
| 6M | +27.4% | +19.0% | +8.4% | +15.0% |
| YTD | +77.6% | +37.4% | +40.2% | +49.5% |
| 1Y | +188.9% | +54.8% | +134.2% | +128.5% |
| All | +203.0% | -25.0% | +228.1% | +204.3% |
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