+1,315.3%
AMAT vs MA
+562.8%
+752.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.9% | +11.0% |
| 7D | -1.1% | -0.3% | -0.7% | -0.8% |
| 30D | -26.9% | +11.3% | -38.2% | -32.8% |
| 3M | -31.2% | +16.7% | -47.9% | -39.3% |
| 6M | -14.7% | +32.8% | -47.5% | -33.2% |
| YTD | +44.7% | +15.6% | +29.1% | +24.3% |
| 1Y | +62.0% | +19.6% | +42.4% | +34.9% |
| 3Y | +165.0% | +72.1% | +92.9% | +59.9% |
| 5Y | +147.1% | +96.0% | +51.1% | +33.8% |
| 10Y | +1,315.3% | +554.8% | +760.5% | +157.1% |
| All | +1,315.3% | +562.8% | +752.5% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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