+288.5%
AMAT vs ROIV
+270.3%
+18.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.2% | -2.0% | +3.1% |
| 7D | -14.7% | +5.3% | -20.0% | -15.5% |
| 30D | -36.1% | +11.9% | -48.0% | -37.4% |
| 3M | -36.9% | +10.7% | -47.6% | -38.3% |
| 6M | -22.2% | +34.9% | -57.1% | -26.5% |
| YTD | +29.9% | +79.2% | -49.2% | +16.7% |
| 1Y | +43.3% | +89.0% | -45.8% | +27.3% |
| 3Y | +142.7% | +337.3% | -194.7% | +88.4% |
| 5Y | +126.2% | +402.3% | -276.1% | +54.0% |
| All | +288.5% | +270.3% | +18.2% | +184.4% |
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