+1,975.2%
AMAT vs PM
+841.2%
+1,134.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.6% | -8.9% | -11.6% |
| 7D | -24.3% | -3.4% | -20.9% | -23.0% |
| 30D | -39.8% | +5.8% | -45.6% | -41.3% |
| 3M | -40.2% | +6.7% | -46.8% | -42.2% |
| 6M | -22.1% | +19.9% | -42.0% | -30.2% |
| YTD | +24.7% | +27.8% | -3.1% | +7.3% |
| 1Y | +33.3% | +39.4% | -6.1% | +9.5% |
| 3Y | +133.9% | +146.9% | -13.0% | +33.1% |
| 5Y | +117.1% | +166.6% | -49.6% | +15.8% |
| 10Y | +1,158.7% | +242.1% | +916.6% | +462.0% |
| All | +1,975.2% | +841.2% | +1,134.0% | +369.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling