+73.7%
AMAT vs ROL
-33.3%
+107.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +5.9% | +6.1% |
| 7D | +7.0% | +0.8% | +6.2% | +7.3% |
| 30D | -20.6% | +20.6% | -41.2% | -14.0% |
| 3M | -24.8% | +4.5% | -29.2% | -22.0% |
| 6M | -10.7% | -26.5% | +15.8% | -10.1% |
| YTD | +54.3% | -34.8% | +89.1% | +60.9% |
| 1Y | +73.7% | -33.2% | +106.9% | +79.6% |
| All | +73.7% | -33.3% | +107.1% | +79.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling