+1,587.5%
AMAT vs ROP
+137.6%
+1,449.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.6% | +7.9% | +6.6% |
| 7D | -1.5% | -4.4% | +2.9% | +1.2% |
| 30D | -14.8% | +3.2% | -18.0% | -17.0% |
| 3M | -9.3% | +23.1% | -32.3% | -24.5% |
| 6M | +27.4% | +13.3% | +14.1% | +10.6% |
| YTD | +77.6% | -7.9% | +85.4% | +78.3% |
| 1Y | +188.9% | -22.1% | +211.0% | +230.9% |
| 3Y | +202.3% | -16.8% | +219.1% | +223.8% |
| 5Y | +248.9% | -13.5% | +262.4% | +260.0% |
| All | +1,587.5% | +137.6% | +1,449.8% | +744.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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