+331.3%
AMAT vs ROIV
+264.1%
+67.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.1% | -9.4% | -4.4% |
| 7D | -11.2% | +3.0% | -14.2% | -11.7% |
| 30D | -31.9% | +6.8% | -38.7% | -32.8% |
| 3M | -32.3% | +10.5% | -42.9% | -33.9% |
| 6M | -5.4% | +34.8% | -40.2% | -10.7% |
| YTD | +44.3% | +76.2% | -31.9% | +29.8% |
| 1Y | +61.4% | +92.4% | -31.0% | +42.9% |
| 3Y | +170.6% | +312.0% | -141.4% | +111.6% |
| 5Y | +156.4% | +388.3% | -231.8% | +75.0% |
| All | +331.3% | +264.1% | +67.2% | +216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling