+1,162.1%
AMAT vs RF
+279.4%
+882.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | -14.7% | -0.9% | -13.8% | -14.3% |
| 30D | -36.1% | +6.0% | -42.1% | -37.9% |
| 3M | -36.9% | -8.9% | -28.0% | -34.1% |
| 6M | -22.2% | +2.3% | -24.5% | -23.6% |
| YTD | +29.9% | +7.6% | +22.4% | +24.1% |
| 1Y | +43.3% | +21.2% | +22.1% | +29.1% |
| 3Y | +142.7% | +108.5% | +34.1% | +63.5% |
| 5Y | +126.2% | +43.2% | +83.0% | +78.9% |
| All | +1,162.1% | +279.4% | +882.7% | +671.0% |
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