+272.8%
AMAT vs ROIV
+248.8%
+24.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.2% | -9.4% | -12.8% |
| 7D | -24.3% | -2.4% | -21.9% | -23.9% |
| 30D | -39.8% | +3.1% | -42.9% | -40.1% |
| 3M | -40.2% | +5.8% | -46.0% | -41.0% |
| 6M | -22.1% | +29.3% | -51.4% | -25.8% |
| YTD | +24.7% | +68.8% | -44.1% | +13.2% |
| 1Y | +33.3% | +81.0% | -47.8% | +19.4% |
| 3Y | +133.9% | +294.6% | -160.7% | +84.5% |
| 5Y | +117.1% | +373.1% | -256.1% | +49.5% |
| All | +272.8% | +248.8% | +24.0% | +176.0% |
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