+2,518.5%
AMAT vs MA
+17,925.8%
-15,407.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.5% | -11.1% | -12.3% |
| 7D | -24.3% | +3.2% | -27.5% | -25.5% |
| 30D | -39.8% | +15.9% | -55.7% | -44.4% |
| 3M | -40.2% | +15.2% | -55.3% | -44.8% |
| 6M | -22.1% | +32.4% | -54.5% | -34.1% |
| YTD | +24.7% | +15.6% | +9.0% | +12.2% |
| 1Y | +33.3% | +19.3% | +14.0% | +17.7% |
| 3Y | +133.9% | +73.0% | +60.9% | +68.8% |
| 5Y | +117.1% | +93.7% | +23.3% | +49.3% |
| 10Y | +1,158.7% | +575.0% | +583.7% | +416.8% |
| All | +2,518.5% | +17,925.8% | -15,407.3% | +373.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling