+1,162.1%
AMAT vs M
-4.2%
+1,166.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.6% | +8.8% | +5.2% |
| 7D | -14.7% | -4.3% | -10.4% | -13.9% |
| 30D | -36.1% | +1.3% | -37.4% | -36.4% |
| 3M | -36.9% | -7.4% | -29.5% | -36.0% |
| 6M | -22.2% | +18.3% | -40.5% | -25.7% |
| YTD | +29.9% | +7.6% | +22.4% | +26.3% |
| 1Y | +43.3% | +17.4% | +25.9% | +36.4% |
| 3Y | +142.7% | +108.4% | +34.3% | +95.4% |
| 5Y | +126.2% | -10.6% | +136.8% | +108.4% |
| All | +1,162.1% | -4.2% | +1,166.3% | +922.8% |
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