+268.9%
AMAT vs MO
+98.0%
+170.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.8% |
| 7D | +7.0% | -2.0% | +9.0% | +6.6% |
| 30D | -12.2% | -0.3% | -11.9% | -12.1% |
| 3M | -3.8% | -2.9% | -0.9% | -4.2% |
| 6M | +45.9% | +5.8% | +40.2% | +46.0% |
| YTD | +84.6% | +22.0% | +62.6% | +85.3% |
| 1Y | +193.4% | +10.7% | +182.7% | +194.2% |
| 3Y | +228.1% | +94.4% | +133.7% | +202.0% |
| 5Y | +268.9% | +97.2% | +171.8% | +242.2% |
| All | +268.9% | +98.0% | +170.9% | +242.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling