+1,665.8%
AMAT vs MO
+101.6%
+1,564.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | +7.0% | -2.0% | +9.0% | +7.4% |
| 30D | -12.2% | -0.3% | -11.9% | -12.3% |
| 3M | -3.8% | -2.9% | -0.9% | -4.5% |
| 6M | +45.9% | +5.8% | +40.2% | +40.3% |
| YTD | +84.6% | +22.0% | +62.6% | +68.9% |
| 1Y | +193.4% | +10.7% | +182.7% | +175.8% |
| 3Y | +228.1% | +94.4% | +133.7% | +138.7% |
| 5Y | +268.9% | +97.2% | +171.8% | +161.1% |
| 10Y | +1,665.8% | +103.0% | +1,562.8% | +981.6% |
| All | +1,665.8% | +101.6% | +1,564.1% | +981.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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