+1,370.8%
AMAT vs PM
+242.6%
+1,128.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -2.5% | -6.6% | +4.2% | -0.1% |
| 30D | -26.5% | -3.4% | -23.1% | -25.7% |
| 3M | -28.6% | +5.3% | -33.9% | -30.2% |
| 6M | -14.2% | +15.5% | -29.8% | -20.7% |
| YTD | +45.5% | +24.3% | +21.2% | +29.5% |
| 1Y | +59.3% | +29.7% | +29.6% | +38.9% |
| 3Y | +153.1% | +144.9% | +8.2% | +49.6% |
| 5Y | +158.2% | +159.0% | -0.9% | +44.2% |
| 10Y | +1,370.8% | +250.9% | +1,119.9% | +653.5% |
| All | +1,370.8% | +242.6% | +1,128.2% | +653.5% |
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