+1,587.5%
AMAT vs P
+732.0%
+855.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.7% |
| 7D | -1.5% | +6.5% | -8.0% | -4.2% |
| 30D | -14.8% | +18.8% | -33.6% | -22.0% |
| 3M | -9.3% | +26.7% | -36.0% | -18.7% |
| 6M | +27.4% | +62.2% | -34.8% | +1.2% |
| YTD | +77.6% | +48.5% | +29.1% | +45.4% |
| 1Y | +188.9% | +26.4% | +162.6% | +145.5% |
| 3Y | +202.3% | +159.4% | +42.9% | +71.5% |
| 5Y | +248.9% | +275.8% | -26.9% | +63.5% |
| All | +1,587.5% | +732.0% | +855.4% | +491.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling