+1,362.0%
AMAT vs ROL
+213.5%
+1,148.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.0% |
| 7D | +19.3% | -1.7% | +21.0% | +20.1% |
| 30D | -17.9% | +18.5% | -36.5% | -23.5% |
| 3M | -30.4% | +4.3% | -34.8% | -32.2% |
| 6M | -11.4% | -27.7% | +16.3% | -0.8% |
| YTD | +48.8% | -35.8% | +84.6% | +74.9% |
| 1Y | +66.0% | -34.1% | +100.1% | +92.5% |
| 3Y | +158.8% | +2.9% | +155.9% | +132.5% |
| 5Y | +153.2% | +12.7% | +140.5% | +108.5% |
| All | +1,362.0% | +213.5% | +1,148.5% | +536.9% |
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