+2,128.1%
AMAT vs RUN
-23.6%
+2,151.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.0% |
| 7D | -14.7% | +33.4% | -48.1% | -19.1% |
| 30D | -36.1% | +31.1% | -67.2% | -39.4% |
| 3M | -36.9% | +6.4% | -43.3% | -38.3% |
| 6M | -22.2% | -22.2% | 0.0% | -20.2% |
| YTD | +29.9% | -45.8% | +75.7% | +37.6% |
| 1Y | +43.3% | -51.1% | +94.4% | +53.3% |
| 3Y | +142.7% | -3.0% | +145.7% | +87.5% |
| 5Y | +126.2% | -82.2% | +208.5% | +123.2% |
| 10Y | +1,211.7% | +111.9% | +1,099.8% | +708.9% |
| All | +2,128.1% | -23.6% | +2,151.7% | +1,299.8% |
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