+1,162.1%
AMAT vs ROP
+195.2%
+966.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +5.9% |
| 7D | -14.7% | +2.1% | -16.9% | -16.0% |
| 30D | -36.1% | +32.9% | -69.0% | -47.0% |
| 3M | -36.9% | +20.0% | -56.9% | -44.8% |
| 6M | -22.2% | +36.4% | -58.6% | -40.4% |
| YTD | +29.9% | +7.8% | +22.1% | +16.6% |
| 1Y | +43.3% | +8.0% | +35.3% | +28.3% |
| 3Y | +142.7% | -3.5% | +146.2% | +134.1% |
| 5Y | +126.2% | +1.5% | +124.8% | +108.3% |
| All | +1,162.1% | +195.2% | +966.9% | +564.5% |
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