+1,111.0%
AMAT vs USB
+93.8%
+1,017.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.1% | -11.5% | -12.5% |
| 7D | -24.3% | -1.5% | -22.8% | -23.6% |
| 30D | -39.8% | +4.3% | -44.1% | -41.2% |
| 3M | -40.2% | -6.1% | -34.1% | -38.4% |
| 6M | -22.1% | +9.4% | -31.5% | -26.4% |
| YTD | +24.7% | +15.2% | +9.5% | +14.5% |
| 1Y | +33.3% | +32.8% | +0.5% | +13.5% |
| 3Y | +133.9% | +91.3% | +42.6% | +60.0% |
| 5Y | +117.1% | +22.7% | +94.4% | +85.8% |
| All | +1,111.0% | +93.8% | +1,017.2% | +871.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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