+147.1%
AMAT vs ON
+17.3%
+129.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +9.2% | +2.2% | +6.2% |
| 7D | -1.1% | -1.4% | +0.4% | +0.3% |
| 30D | -26.9% | -10.9% | -16.1% | -21.7% |
| 3M | -31.2% | -14.9% | -16.3% | -25.0% |
| 6M | -14.7% | -33.0% | +18.3% | +3.4% |
| YTD | +44.7% | +27.6% | +17.1% | +20.4% |
| 1Y | +62.0% | +44.5% | +17.5% | +25.0% |
| 3Y | +165.0% | +7.4% | +157.6% | +120.4% |
| 5Y | +147.1% | +18.7% | +128.4% | +73.5% |
| All | +147.1% | +17.3% | +129.8% | +73.5% |
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