+1,370.8%
AMAT vs PSX
+342.3%
+1,028.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.9% |
| 7D | -2.5% | -7.8% | +5.4% | +0.8% |
| 30D | -26.5% | -9.9% | -16.6% | -23.7% |
| 3M | -28.6% | +16.9% | -45.5% | -33.1% |
| 6M | -14.2% | +48.0% | -62.2% | -27.5% |
| YTD | +45.5% | +98.3% | -52.9% | +7.5% |
| 1Y | +59.3% | +86.2% | -26.8% | +20.5% |
| 3Y | +153.1% | +144.0% | +9.1% | +66.4% |
| 5Y | +158.2% | +287.7% | -129.6% | +33.7% |
| 10Y | +1,370.8% | +338.3% | +1,032.5% | +626.1% |
| All | +1,370.8% | +342.3% | +1,028.5% | +626.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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