+1,315.3%
AMAT vs ROL
+222.1%
+1,093.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.1% | +9.3% | +10.6% |
| 7D | -1.1% | +7.5% | -8.6% | -3.7% |
| 30D | -26.9% | +21.1% | -48.1% | -32.4% |
| 3M | -31.2% | +3.1% | -34.3% | -32.6% |
| 6M | -14.7% | -27.4% | +12.7% | -4.5% |
| YTD | +44.7% | -34.7% | +79.4% | +69.0% |
| 1Y | +62.0% | -32.9% | +94.9% | +86.5% |
| 3Y | +165.0% | +6.1% | +158.8% | +134.9% |
| 5Y | +147.1% | +16.3% | +130.8% | +100.4% |
| 10Y | +1,315.3% | +214.9% | +1,100.4% | +529.3% |
| All | +1,315.3% | +222.1% | +1,093.2% | +529.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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