+117.1%
AMAT vs S
-69.2%
+186.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.8% | -4.8% | -11.3% |
| 7D | -24.3% | -16.7% | -7.6% | -20.5% |
| 30D | -39.8% | -17.0% | -22.8% | -36.8% |
| 3M | -40.2% | +2.0% | -42.2% | -41.1% |
| 6M | -22.1% | +35.1% | -57.2% | -29.7% |
| YTD | +24.7% | +42.8% | -18.1% | +9.2% |
| 1Y | +33.3% | +27.7% | +5.5% | +20.0% |
| 3Y | +133.9% | +33.0% | +100.9% | +100.5% |
| 5Y | +117.1% | -68.0% | +185.0% | +132.0% |
| All | +117.1% | -69.2% | +186.2% | +132.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling