+1,315.3%
AMAT vs MO
+135.2%
+1,180.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.4% | +11.8% | +11.4% |
| 7D | -1.1% | -1.8% | +0.7% | -0.8% |
| 30D | -26.9% | +5.8% | -32.7% | -27.9% |
| 3M | -31.2% | +12.7% | -43.9% | -33.1% |
| 6M | -14.7% | +14.8% | -29.5% | -18.9% |
| YTD | +44.7% | +37.8% | +6.9% | +28.9% |
| 1Y | +62.0% | +39.5% | +22.5% | +43.6% |
| 3Y | +165.0% | +136.1% | +28.9% | +82.4% |
| 5Y | +147.1% | +148.5% | -1.4% | +62.3% |
| 10Y | +1,315.3% | +135.5% | +1,179.7% | +691.0% |
| All | +1,315.3% | +135.2% | +1,180.1% | +691.0% |
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