+1,162.1%
AMAT vs HWM
+1,473.3%
-311.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.1% |
| 7D | -14.7% | +3.4% | -18.1% | -16.0% |
| 30D | -36.1% | -7.5% | -28.6% | -33.7% |
| 3M | -36.9% | -28.9% | -8.0% | -27.0% |
| 6M | -22.2% | -19.6% | -2.6% | -15.1% |
| YTD | +29.9% | +0.6% | +29.3% | +28.2% |
| 1Y | +43.3% | +0.3% | +42.9% | +41.4% |
| 3Y | +142.7% | +326.1% | -183.5% | +22.0% |
| 5Y | +126.2% | +525.2% | -399.0% | -3.4% |
| All | +1,162.1% | +1,473.3% | -311.2% | +309.4% |
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