+593.6%
AMAT vs U
-31.4%
+625.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.1% | +11.5% | +11.4% |
| 7D | -1.1% | +32.3% | -33.4% | -7.5% |
| 30D | -26.9% | +9.7% | -36.6% | -28.9% |
| 3M | -31.2% | +19.6% | -50.8% | -34.5% |
| 6M | -14.7% | +82.6% | -97.3% | -26.7% |
| YTD | +44.7% | +16.4% | +28.3% | +33.1% |
| 1Y | +62.0% | +28.5% | +33.5% | +45.4% |
| 3Y | +165.0% | +103.8% | +61.2% | +97.3% |
| 5Y | +147.1% | -70.0% | +217.1% | +144.7% |
| All | +593.6% | -31.4% | +625.1% | +489.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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