+142.7%
AMAT vs MO
+133.3%
+9.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +3.0% |
| 7D | -14.7% | -2.4% | -12.3% | -16.0% |
| 30D | -36.1% | +9.7% | -45.8% | -31.9% |
| 3M | -36.9% | +14.1% | -51.0% | -30.5% |
| 6M | -22.2% | +11.9% | -34.1% | -14.7% |
| YTD | +29.9% | +38.4% | -8.5% | +56.3% |
| 1Y | +43.3% | +41.9% | +1.4% | +74.1% |
| 3Y | +142.7% | +134.5% | +8.2% | +242.0% |
| All | +142.7% | +133.3% | +9.4% | +242.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling