+1,362.0%
AMAT vs PM
+260.5%
+1,101.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.7% | -3.6% |
| 7D | +19.3% | -2.4% | +21.7% | +20.2% |
| 30D | -17.9% | -1.3% | -16.6% | -17.6% |
| 3M | -30.4% | +6.5% | -37.0% | -32.3% |
| 6M | -11.4% | +7.0% | -18.4% | -15.3% |
| YTD | +48.8% | +25.8% | +23.0% | +31.9% |
| 1Y | +66.0% | +30.9% | +35.1% | +44.3% |
| 3Y | +158.8% | +148.0% | +10.9% | +52.1% |
| 5Y | +153.2% | +161.2% | -8.0% | +40.9% |
| All | +1,362.0% | +260.5% | +1,101.6% | +614.5% |
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