+1,425.2%
AMAT vs ROP
+183.0%
+1,242.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.4% | +5.7% |
| 7D | +7.0% | -2.9% | +9.9% | +8.7% |
| 30D | -20.6% | +30.1% | -50.6% | -33.3% |
| 3M | -24.8% | +19.9% | -44.6% | -34.2% |
| 6M | -10.7% | +46.0% | -56.8% | -34.8% |
| YTD | +54.3% | +8.4% | +45.9% | +37.9% |
| 1Y | +73.7% | +8.8% | +64.9% | +54.6% |
| 3Y | +168.4% | -5.6% | +174.1% | +164.1% |
| 5Y | +167.6% | +3.0% | +164.5% | +143.4% |
| 10Y | +1,425.2% | +184.0% | +1,241.2% | +614.8% |
| All | +1,425.2% | +183.0% | +1,242.2% | +614.8% |
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