+332.7%
AMAT vs ROIV
+287.3%
+45.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.6% | +6.8% | +10.5% |
| 7D | -1.1% | +13.3% | -14.4% | -3.3% |
| 30D | -26.9% | +14.8% | -41.7% | -28.7% |
| 3M | -31.2% | +11.9% | -43.1% | -32.8% |
| 6M | -14.7% | +42.4% | -57.1% | -20.2% |
| YTD | +44.7% | +87.4% | -42.7% | +28.9% |
| 1Y | +62.0% | +97.2% | -35.3% | +42.9% |
| 3Y | +165.0% | +375.7% | -210.7% | +103.1% |
| 5Y | +147.1% | +379.0% | -231.9% | +67.2% |
| All | +332.7% | +287.3% | +45.3% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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