+62,455.8%
AMAT vs ROP
+30,787.8%
+31,668.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.3% | -13.3% | -13.5% |
| 7D | -24.3% | +9.2% | -33.5% | -27.0% |
| 30D | -39.8% | +35.5% | -75.3% | -46.9% |
| 3M | -40.2% | +24.4% | -64.6% | -45.8% |
| 6M | -22.1% | +38.0% | -60.1% | -33.9% |
| YTD | +24.7% | +11.1% | +13.6% | +14.0% |
| 1Y | +33.3% | +10.9% | +22.4% | +21.9% |
| 3Y | +133.9% | -0.5% | +134.3% | +123.2% |
| 5Y | +117.1% | +4.5% | +112.5% | +104.9% |
| 10Y | +1,158.7% | +207.5% | +951.2% | +720.7% |
| All | +62,455.8% | +30,787.8% | +31,668.0% | +17,057.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling