+526.6%
AMAT vs SE
+365.4%
+161.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.7% | -7.9% | -12.1% |
| 7D | -24.3% | -1.2% | -23.1% | -24.0% |
| 30D | -39.8% | -21.7% | -18.1% | -36.0% |
| 3M | -40.2% | -34.2% | -6.0% | -34.0% |
| 6M | -22.1% | -10.5% | -11.6% | -21.8% |
| YTD | +24.7% | -40.7% | +65.4% | +38.3% |
| 1Y | +33.3% | -52.1% | +85.3% | +55.9% |
| 3Y | +133.9% | +68.9% | +65.0% | +90.7% |
| 5Y | +117.1% | -78.9% | +195.9% | +167.8% |
| All | +526.6% | +365.4% | +161.2% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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