+147.1%
AMAT vs ON
+19.2%
+127.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -0.7% |
| 7D | +11.4% | +12.2% | -0.9% | +4.5% |
| 30D | -17.0% | -3.1% | -13.9% | -15.1% |
| 3M | -30.6% | -12.9% | -17.7% | -25.4% |
| 6M | -14.9% | -38.6% | +23.6% | +8.7% |
| YTD | +44.7% | +31.2% | +13.5% | +18.6% |
| 1Y | +66.9% | +47.6% | +19.2% | +27.3% |
| 3Y | +153.3% | +6.6% | +146.7% | +112.1% |
| All | +147.1% | +19.2% | +127.9% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling