+203.0%
AMAT vs ROIV
+200.3%
+2.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.8% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | -14.8% | +1.0% | -15.7% | -15.1% |
| 3M | -9.3% | +18.3% | -27.6% | -13.2% |
| 6M | +27.4% | +18.3% | +9.1% | +21.3% |
| YTD | +77.6% | +61.0% | +16.6% | +55.2% |
| 1Y | +188.9% | +177.9% | +11.1% | +116.7% |
| All | +203.0% | +200.3% | +2.7% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling