+1,321.9%
AMAT vs PM
+264.7%
+1,057.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.1% |
| 7D | +11.4% | +0.5% | +10.8% | +11.0% |
| 30D | -17.0% | -3.2% | -13.8% | -16.2% |
| 3M | -30.6% | +6.2% | -36.8% | -32.4% |
| 6M | -14.9% | +7.7% | -22.6% | -18.8% |
| YTD | +44.7% | +27.3% | +17.4% | +27.7% |
| 1Y | +66.9% | +32.8% | +34.1% | +44.3% |
| 3Y | +153.3% | +150.0% | +3.3% | +48.6% |
| 5Y | +146.2% | +164.2% | -18.0% | +36.5% |
| All | +1,321.9% | +264.7% | +1,057.2% | +592.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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