+247.2%
AMAT vs PM
+119.0%
+128.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.3% |
| 7D | -1.5% | -4.9% | +3.4% | -1.5% |
| 30D | -14.8% | -3.4% | -11.4% | -14.8% |
| 3M | -9.3% | +5.2% | -14.4% | -10.2% |
| 6M | +27.4% | +3.7% | +23.7% | +25.9% |
| YTD | +77.6% | +15.8% | +61.8% | +73.1% |
| 1Y | +188.9% | +17.4% | +171.6% | +180.8% |
| 3Y | +202.3% | +116.9% | +85.4% | +141.1% |
| All | +247.2% | +119.0% | +128.2% | +176.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling