+203.0%
AMAT vs S
+16.9%
+186.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | -1.5% | -7.7% | +6.2% | +0.3% |
| 30D | -14.8% | -5.3% | -9.5% | -14.1% |
| 3M | -9.3% | +20.3% | -29.5% | -14.3% |
| 6M | +27.4% | +47.4% | -20.0% | +11.7% |
| YTD | +77.6% | +32.5% | +45.0% | +60.0% |
| 1Y | +188.9% | +9.5% | +179.4% | +175.0% |
| All | +203.0% | +16.9% | +186.1% | +184.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling