+1,416.2%
AMAT vs PM
+259.9%
+1,156.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.7% |
| 7D | +7.0% | -7.1% | +14.0% | +9.7% |
| 30D | -20.6% | -2.8% | -17.8% | -19.9% |
| 3M | -24.8% | +6.3% | -31.1% | -26.7% |
| 6M | -10.7% | +9.6% | -20.4% | -15.5% |
| YTD | +54.3% | +25.6% | +28.7% | +36.8% |
| 1Y | +73.7% | +29.7% | +44.1% | +51.6% |
| 3Y | +168.4% | +147.6% | +20.9% | +57.9% |
| 5Y | +167.6% | +160.1% | +7.4% | +49.2% |
| All | +1,416.2% | +259.9% | +1,156.3% | +641.4% |
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