+247.2%
AMAT vs ROP
-13.6%
+260.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.6% | +7.9% | +5.7% |
| 7D | -1.5% | -4.4% | +2.9% | +0.1% |
| 30D | -14.8% | +3.2% | -18.0% | -16.2% |
| 3M | -9.3% | +23.1% | -32.3% | -20.3% |
| 6M | +27.4% | +13.3% | +14.1% | +16.1% |
| YTD | +77.6% | -7.9% | +85.4% | +86.5% |
| 1Y | +188.9% | -22.1% | +211.0% | +247.1% |
| 3Y | +202.3% | -16.8% | +219.1% | +235.2% |
| All | +247.2% | -13.6% | +260.8% | +244.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling