+3,164.3%
AMAT vs PSX
+1,100.3%
+2,064.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.8% | -8.7% | -11.8% |
| 7D | -24.3% | -9.7% | -14.6% | -21.3% |
| 30D | -39.8% | -8.4% | -31.4% | -38.0% |
| 3M | -40.2% | +22.6% | -62.8% | -45.1% |
| 6M | -22.1% | +38.8% | -60.9% | -32.4% |
| YTD | +24.7% | +95.5% | -70.8% | -6.7% |
| 1Y | +33.3% | +87.1% | -53.9% | +1.1% |
| 3Y | +133.9% | +133.5% | +0.3% | +58.5% |
| 5Y | +117.1% | +280.9% | -163.8% | +16.3% |
| 10Y | +1,158.7% | +356.6% | +802.1% | +481.0% |
| All | +3,164.3% | +1,100.3% | +2,064.0% | +1,040.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling