+228.1%
AMAT vs PANW
+175.1%
+53.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.6% |
| 7D | +7.0% | -6.9% | +13.9% | +9.1% |
| 30D | -12.2% | -7.4% | -4.8% | -10.7% |
| 3M | -3.8% | +26.5% | -30.4% | -10.7% |
| 6M | +45.9% | +104.2% | -58.2% | +17.0% |
| YTD | +84.6% | +82.9% | +1.7% | +52.6% |
| 1Y | +193.4% | +70.7% | +122.6% | +148.7% |
| 3Y | +228.1% | +170.9% | +57.1% | +123.5% |
| All | +228.1% | +175.1% | +53.0% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling