+61.9%
AMAT vs Q
+75.8%
-13.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.4% |
| 7D | -2.5% | +4.0% | -6.5% | -4.8% |
| 30D | -26.5% | -2.3% | -24.2% | -24.7% |
| 3M | -28.6% | -7.9% | -20.7% | -23.9% |
| 6M | -14.2% | -16.0% | +1.7% | -1.4% |
| YTD | +45.5% | +51.7% | -6.2% | +23.0% |
| 1Y | +59.3% | +28.3% | +31.0% | +41.4% |
| All | +61.9% | +75.8% | -13.9% | +42.8% |
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