+1,591.4%
AMAT vs RUN
+43.6%
+1,547.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.4% |
| 7D | -1.5% | +1.3% | -2.8% | -1.8% |
| 30D | -14.8% | -15.3% | +0.5% | -12.6% |
| 3M | -9.3% | -40.0% | +30.7% | -1.0% |
| 6M | +27.4% | -27.0% | +54.3% | +33.4% |
| YTD | +77.6% | -51.7% | +129.3% | +94.9% |
| 1Y | +188.9% | -45.9% | +234.8% | +207.3% |
| 3Y | +202.3% | -43.8% | +246.1% | +153.7% |
| 5Y | +248.9% | -80.5% | +329.4% | +237.0% |
| All | +1,591.4% | +43.6% | +1,547.8% | +749.1% |
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