+61.0%
AMAT vs Q
+68.3%
-7.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | +0.1% |
| 7D | +11.4% | +1.2% | +10.2% | +10.7% |
| 30D | -17.0% | -2.7% | -14.4% | -14.6% |
| 3M | -30.6% | -16.9% | -13.7% | -19.9% |
| 6M | -14.9% | -26.9% | +11.9% | +7.7% |
| YTD | +44.7% | +45.2% | -0.5% | +26.7% |
| 1Y | +66.9% | +38.1% | +28.7% | +47.5% |
| All | +61.0% | +68.3% | -7.3% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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