+158.2%
AMAT vs M
+0.1%
+158.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.5% | +5.0% | -7.5% | -3.9% |
| 30D | -26.5% | +10.6% | -37.2% | -29.0% |
| 3M | -28.6% | +1.6% | -30.2% | -29.3% |
| 6M | -14.2% | +30.8% | -45.1% | -22.1% |
| YTD | +45.5% | +16.9% | +28.6% | +36.0% |
| 1Y | +59.3% | +26.3% | +33.1% | +45.0% |
| 3Y | +153.1% | +158.6% | -5.5% | +67.1% |
| 5Y | +158.2% | +2.1% | +156.1% | +119.6% |
| All | +158.2% | +0.1% | +158.1% | +119.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling