+61.4%
AMAT vs SM
+70.4%
-9.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -15.3% | +12.0% | -5.6% |
| 7D | -11.2% | -21.5% | +10.3% | -14.5% |
| 30D | -31.9% | -11.4% | -20.5% | -32.7% |
| 3M | -32.3% | +0.6% | -33.0% | -31.0% |
| 6M | -5.4% | +0.2% | -5.6% | -1.6% |
| YTD | +44.3% | +69.7% | -25.4% | +60.8% |
| 1Y | +61.4% | +71.6% | -10.2% | +83.3% |
| All | +61.4% | +70.4% | -9.0% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling