+1,321.9%
AMAT vs HWM
+1,487.1%
-165.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.3% |
| 7D | +11.4% | +7.3% | +4.1% | +8.0% |
| 30D | -17.0% | +1.6% | -18.6% | -17.5% |
| 3M | -30.6% | -21.9% | -8.7% | -22.9% |
| 6M | -14.9% | -19.0% | +4.1% | -7.0% |
| YTD | +44.7% | +7.9% | +36.7% | +38.5% |
| 1Y | +66.9% | +9.9% | +57.0% | +58.3% |
| 3Y | +153.3% | +342.1% | -188.8% | +25.0% |
| 5Y | +146.2% | +600.8% | -454.5% | -0.2% |
| All | +1,321.9% | +1,487.1% | -165.2% | +322.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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