+88,998.7%
AMAT vs ROP
+25,523.2%
+63,475.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.1% |
| 3M | -9.3% | +23.1% | -32.3% | -18.2% |
| 6M | +27.4% | +13.3% | +14.1% | +17.6% |
| YTD | +77.6% | -7.9% | +85.4% | +76.5% |
| 1Y | +188.9% | -22.1% | +211.0% | +206.2% |
| 3Y | +202.3% | -16.8% | +219.1% | +212.8% |
| 5Y | +248.9% | -13.5% | +262.4% | +258.5% |
| 10Y | +1,585.2% | +137.7% | +1,447.5% | +1,124.1% |
| All | +88,998.7% | +25,523.2% | +63,475.4% | +26,469.9% |
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