+171.7%
AMAT vs S
-51.7%
+223.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +11.4% | +2.0% | +9.4% | +11.0% |
| 30D | -17.0% | -2.7% | -14.3% | -16.3% |
| 3M | -30.6% | -6.9% | -23.7% | -29.8% |
| 6M | -14.9% | +38.1% | -53.0% | -23.0% |
| YTD | +44.7% | +48.0% | -3.3% | +26.7% |
| 1Y | +66.9% | +34.5% | +32.4% | +49.4% |
| 3Y | +153.3% | +38.3% | +115.0% | +118.0% |
| 5Y | +146.2% | -70.9% | +217.1% | +161.1% |
| All | +171.7% | -51.7% | +223.4% | +173.2% |
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