+1,425.2%
AMAT vs RUN
+74.1%
+1,351.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.1% | +1.9% | +5.3% |
| 7D | +7.0% | +3.2% | +3.8% | +5.7% |
| 30D | -20.6% | +19.5% | -40.1% | -24.0% |
| 3M | -24.8% | -9.6% | -15.2% | -24.5% |
| 6M | -10.7% | -37.3% | +26.6% | -4.8% |
| YTD | +54.3% | -50.7% | +105.0% | +66.6% |
| 1Y | +73.7% | -54.1% | +127.8% | +89.4% |
| 3Y | +168.4% | -3.9% | +172.3% | +98.3% |
| 5Y | +167.6% | -84.4% | +251.9% | +173.0% |
| 10Y | +1,425.2% | +77.5% | +1,347.7% | +653.6% |
| All | +1,425.2% | +74.1% | +1,351.1% | +653.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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