+1,111.0%
AMAT vs RF
+280.8%
+830.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.1% | -11.4% | -12.5% |
| 7D | -24.3% | -1.6% | -22.7% | -23.6% |
| 30D | -39.8% | +5.0% | -44.8% | -41.2% |
| 3M | -40.2% | -10.0% | -30.2% | -37.2% |
| 6M | -22.1% | +3.3% | -25.4% | -23.9% |
| YTD | +24.7% | +7.9% | +16.7% | +18.9% |
| 1Y | +33.3% | +21.2% | +12.0% | +20.0% |
| 3Y | +133.9% | +105.8% | +28.1% | +58.6% |
| 5Y | +117.1% | +43.7% | +73.3% | +71.4% |
| All | +1,111.0% | +280.8% | +830.3% | +638.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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