+1,162.1%
AMAT vs Z
-14.9%
+1,177.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.7% | +4.9% |
| 7D | -14.7% | -4.6% | -10.2% | -13.7% |
| 30D | -36.1% | +8.3% | -44.4% | -38.3% |
| 3M | -36.9% | -11.6% | -25.2% | -36.0% |
| 6M | -22.2% | -33.6% | +11.4% | -15.4% |
| YTD | +29.9% | -56.7% | +86.6% | +58.8% |
| 1Y | +43.3% | -59.1% | +102.4% | +77.8% |
| 3Y | +142.7% | -20.4% | +163.0% | +129.2% |
| 5Y | +126.2% | -55.3% | +181.5% | +141.8% |
| All | +1,162.1% | -14.9% | +1,177.0% | +816.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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