+147.1%
AMAT vs RUN
-85.3%
+232.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.9% |
| 7D | +11.4% | -13.5% | +24.9% | +13.4% |
| 30D | -17.0% | +18.3% | -35.3% | -19.6% |
| 3M | -30.6% | -12.5% | -18.1% | -30.1% |
| 6M | -14.9% | -40.3% | +25.4% | -10.0% |
| YTD | +44.7% | -53.1% | +97.8% | +54.5% |
| 1Y | +66.9% | -54.3% | +121.2% | +78.3% |
| 3Y | +153.3% | -6.5% | +159.8% | +100.7% |
| All | +147.1% | -85.3% | +232.4% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling