+72,714.1%
AMAT vs M
+425.5%
+72,288.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.9% | -7.7% | -11.9% |
| 7D | -24.3% | -2.1% | -22.1% | -23.8% |
| 30D | -39.8% | +7.7% | -47.5% | -41.2% |
| 3M | -40.2% | -4.4% | -35.8% | -39.7% |
| 6M | -22.1% | +27.5% | -49.6% | -28.2% |
| YTD | +24.7% | +12.8% | +11.9% | +18.5% |
| 1Y | +33.3% | +20.7% | +12.5% | +23.9% |
| 3Y | +133.9% | +111.3% | +22.6% | +73.6% |
| 5Y | +117.1% | -6.3% | +123.4% | +93.9% |
| 10Y | +1,158.7% | +1.5% | +1,157.2% | +765.1% |
| All | +72,714.1% | +425.5% | +72,288.6% | +20,151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling