+158.2%
AMAT vs MA
+93.9%
+64.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.3% |
| 7D | -2.5% | +1.8% | -4.3% | -3.4% |
| 30D | -26.5% | +11.8% | -38.4% | -31.5% |
| 3M | -28.6% | +17.2% | -45.7% | -35.6% |
| 6M | -14.2% | +33.4% | -47.6% | -30.3% |
| YTD | +45.5% | +16.1% | +29.3% | +29.4% |
| 1Y | +59.3% | +19.9% | +39.4% | +37.6% |
| 3Y | +153.1% | +70.1% | +83.0% | +54.9% |
| 5Y | +158.2% | +89.6% | +68.5% | +41.5% |
| All | +158.2% | +93.9% | +64.3% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling