+100,756.0%
AMAT vs MO
+17,195.7%
+83,560.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.7% |
| 7D | -14.7% | -2.4% | -12.3% | -14.2% |
| 30D | -36.1% | +9.7% | -45.8% | -37.6% |
| 3M | -36.9% | +14.1% | -51.0% | -39.1% |
| 6M | -22.2% | +11.9% | -34.1% | -25.5% |
| YTD | +29.9% | +38.4% | -8.5% | +17.0% |
| 1Y | +43.3% | +41.9% | +1.4% | +28.1% |
| 3Y | +142.7% | +134.5% | +8.2% | +85.1% |
| 5Y | +126.2% | +147.3% | -21.1% | +68.6% |
| 10Y | +1,211.7% | +135.2% | +1,076.5% | +870.3% |
| All | +100,756.0% | +17,195.7% | +83,560.4% | +20,334.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling