+247.2%
AMAT vs ON
+62.4%
+184.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.8% |
| 7D | -1.5% | +2.4% | -3.9% | -2.8% |
| 30D | -14.8% | -3.3% | -11.5% | -13.2% |
| 3M | -9.3% | -43.6% | +34.3% | +22.1% |
| 6M | +27.4% | +19.0% | +8.4% | +11.4% |
| YTD | +77.6% | +37.4% | +40.2% | +42.7% |
| 1Y | +188.9% | +54.8% | +134.2% | +115.0% |
| 3Y | +202.3% | -25.2% | +227.5% | +210.9% |
| All | +247.2% | +62.4% | +184.8% | +115.2% |
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