+2,451.1%
AMAT vs RUN
-34.8%
+2,485.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.1% | +2.5% | -2.6% |
| 7D | +19.3% | -13.7% | +33.0% | +22.0% |
| 30D | -17.9% | +9.4% | -27.3% | -20.0% |
| 3M | -30.4% | -13.4% | -17.0% | -29.7% |
| 6M | -11.4% | -39.6% | +28.1% | -5.5% |
| YTD | +48.8% | -53.7% | +102.5% | +61.4% |
| 1Y | +66.0% | -56.2% | +122.2% | +81.2% |
| 3Y | +158.8% | -9.7% | +168.6% | +101.5% |
| 5Y | +153.2% | -85.5% | +238.7% | +158.4% |
| 10Y | +1,370.6% | +66.7% | +1,303.9% | +833.0% |
| All | +2,451.1% | -34.8% | +2,485.9% | +1,541.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling