+43.3%
AMAT vs ROL
-35.3%
+78.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +3.3% |
| 7D | -14.7% | +9.5% | -24.2% | -11.3% |
| 30D | -36.1% | +22.9% | -59.0% | -30.3% |
| 3M | -36.9% | +3.5% | -40.4% | -34.8% |
| 6M | -22.2% | -29.4% | +7.2% | -21.9% |
| YTD | +29.9% | -36.1% | +66.0% | +34.4% |
| 1Y | +43.3% | -34.4% | +77.6% | +44.9% |
| All | +43.3% | -35.3% | +78.6% | +44.9% |
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 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