+117.1%
AMAT vs ROL
+14.0%
+103.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.0% | -14.6% | -13.7% |
| 7D | -24.3% | +11.7% | -36.0% | -25.5% |
| 30D | -39.8% | +27.7% | -67.5% | -42.1% |
| 3M | -40.2% | +3.7% | -43.8% | -40.4% |
| 6M | -22.1% | -27.8% | +5.7% | -15.8% |
| YTD | +24.7% | -34.7% | +59.4% | +38.7% |
| 1Y | +33.3% | -34.1% | +67.4% | +47.7% |
| 3Y | +133.9% | +5.9% | +128.0% | +111.9% |
| 5Y | +117.1% | +15.6% | +101.4% | +68.5% |
| All | +117.1% | +14.0% | +103.1% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling