+188.9%
AMAT vs PANW
+74.0%
+114.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | -1.5% | -10.3% | +8.8% | +0.9% |
| 30D | -14.8% | -8.1% | -6.7% | -13.3% |
| 3M | -9.3% | +19.3% | -28.6% | -12.5% |
| 6M | +27.4% | +110.2% | -82.8% | +15.2% |
| YTD | +77.6% | +80.9% | -3.4% | +70.6% |
| 1Y | +188.9% | +73.3% | +115.7% | +182.2% |
| All | +188.9% | +74.0% | +114.9% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 1y: compounded portfolio wealth divided by compounded PANW 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…
1y analysis · Full analysis span regression · 6 months rolling