+597.3%
AMAT vs U
-32.9%
+630.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +1.0% |
| 7D | -2.5% | +24.4% | -26.8% | -7.6% |
| 30D | -26.5% | +7.4% | -33.9% | -28.2% |
| 3M | -28.6% | +16.8% | -45.4% | -31.7% |
| 6M | -14.2% | +78.8% | -93.0% | -26.0% |
| YTD | +45.5% | +14.0% | +31.5% | +34.4% |
| 1Y | +59.3% | +16.7% | +42.6% | +46.2% |
| 3Y | +153.1% | +86.4% | +66.7% | +92.3% |
| 5Y | +158.2% | -71.5% | +229.6% | +158.1% |
| All | +597.3% | -32.9% | +630.2% | +495.5% |
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