+203.0%
AMAT vs ROL
-4.8%
+207.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.3% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | -14.8% | -4.1% | -10.7% | -14.7% |
| 3M | -9.3% | -22.5% | +13.2% | -8.1% |
| 6M | +27.4% | -37.7% | +65.1% | +34.7% |
| YTD | +77.6% | -39.6% | +117.1% | +88.8% |
| 1Y | +188.9% | -36.0% | +225.0% | +202.4% |
| All | +203.0% | -4.8% | +207.8% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling