+1,707.5%
AMAT vs PANW
+1,276.5%
+431.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | +6.9% | +2.0% | +4.9% | +6.1% |
| 30D | -10.1% | -13.0% | +2.9% | -5.6% |
| 3M | -6.0% | +28.6% | -34.6% | -16.0% |
| 6M | +38.6% | +103.0% | -64.3% | +0.9% |
| YTD | +83.1% | +81.9% | +1.2% | +38.2% |
| 1Y | +188.3% | +69.6% | +118.7% | +124.2% |
| 3Y | +225.3% | +169.4% | +55.9% | +93.5% |
| 5Y | +262.0% | +331.0% | -69.0% | +64.7% |
| 10Y | +1,707.5% | +1,292.3% | +415.2% | +351.4% |
| All | +1,707.5% | +1,276.5% | +431.0% | +351.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling