+522.8%
AMAT vs U
-31.3%
+554.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +3.1% |
| 7D | -14.7% | +36.6% | -51.3% | -20.8% |
| 30D | -36.1% | +13.3% | -49.4% | -38.3% |
| 3M | -36.9% | +26.2% | -63.0% | -40.6% |
| 6M | -22.2% | +88.7% | -110.9% | -33.6% |
| YTD | +29.9% | +16.6% | +13.4% | +19.5% |
| 1Y | +43.3% | +29.0% | +14.3% | +28.5% |
| 3Y | +142.7% | +99.5% | +43.2% | +81.5% |
| 5Y | +126.2% | -66.1% | +192.3% | +118.9% |
| All | +522.8% | -31.3% | +554.1% | +429.4% |
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