+1,587.5%
AMAT vs M
-2.2%
+1,589.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.7% |
| 7D | -1.5% | +4.7% | -6.2% | -2.5% |
| 30D | -14.8% | -9.6% | -5.2% | -12.9% |
| 3M | -9.3% | +0.9% | -10.1% | -9.7% |
| 6M | +27.4% | +22.3% | +5.1% | +21.4% |
| YTD | +77.6% | +6.5% | +71.0% | +73.6% |
| 1Y | +188.9% | +38.8% | +150.2% | +166.1% |
| 3Y | +202.3% | +115.9% | +86.4% | +142.0% |
| 5Y | +248.9% | +28.6% | +220.3% | +203.3% |
| All | +1,587.5% | -2.2% | +1,589.7% | +1,228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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