+3,629.5%
AMAT vs MA
+15,793.6%
-12,164.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.9% |
| 7D | -1.5% | -2.7% | +1.2% | -0.1% |
| 30D | -14.8% | +1.5% | -16.3% | -15.7% |
| 3M | -9.3% | +20.4% | -29.7% | -18.6% |
| 6M | +27.4% | +11.1% | +16.3% | +18.1% |
| YTD | +77.6% | +2.0% | +75.6% | +71.4% |
| 1Y | +188.9% | -2.2% | +191.1% | +183.6% |
| 3Y | +202.3% | +41.9% | +160.4% | +142.8% |
| 5Y | +248.9% | +75.4% | +173.6% | +153.3% |
| 10Y | +1,585.2% | +527.5% | +1,057.7% | +626.7% |
| All | +3,629.5% | +15,793.6% | -12,164.1% | +623.6% |
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