+709.6%
AMAT vs SITM
+4,608.4%
-3,898.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.5% | -2.2% | +2.3% |
| 7D | -1.5% | +9.7% | -11.2% | -4.3% |
| 30D | -14.8% | +12.7% | -27.5% | -19.3% |
| 3M | -9.3% | -13.4% | +4.2% | -6.2% |
| 6M | +27.4% | +59.6% | -32.2% | +7.0% |
| YTD | +77.6% | +73.3% | +4.3% | +44.0% |
| 1Y | +188.9% | +165.5% | +23.4% | +101.6% |
| 3Y | +202.3% | +368.7% | -166.4% | +59.2% |
| 5Y | +248.9% | +172.5% | +76.4% | +93.1% |
| All | +709.6% | +4,608.4% | -3,898.8% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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