+1,321.9%
AMAT vs ROL
+221.5%
+1,100.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -3.7% |
| 7D | +11.4% | +3.0% | +8.4% | +10.2% |
| 30D | -17.0% | +19.8% | -36.8% | -22.9% |
| 3M | -30.6% | +7.9% | -38.5% | -33.2% |
| 6M | -14.9% | -25.6% | +10.7% | -5.8% |
| YTD | +44.7% | -34.1% | +78.8% | +68.4% |
| 1Y | +66.9% | -31.4% | +98.3% | +90.3% |
| 3Y | +153.3% | +4.7% | +148.6% | +126.4% |
| 5Y | +146.2% | +15.6% | +130.6% | +100.8% |
| All | +1,321.9% | +221.5% | +1,100.4% | +513.5% |
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