+144.0%
AMAT vs S
-52.7%
+196.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.8% |
| 7D | -14.7% | -13.4% | -1.3% | -11.5% |
| 30D | -36.1% | -14.0% | -22.1% | -33.6% |
| 3M | -36.9% | +4.9% | -41.7% | -38.2% |
| 6M | -22.2% | +42.0% | -64.2% | -30.2% |
| YTD | +29.9% | +45.1% | -15.2% | +14.2% |
| 1Y | +43.3% | +33.1% | +10.2% | +28.4% |
| 3Y | +142.7% | +40.6% | +102.0% | +107.6% |
| 5Y | +126.2% | -67.5% | +193.7% | +137.1% |
| All | +144.0% | -52.7% | +196.6% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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