+188.9%
AMAT vs SM
+36.8%
+152.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +3.9% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | -14.8% | +25.6% | -40.4% | -11.8% |
| 3M | -9.3% | +8.0% | -17.3% | -6.5% |
| 6M | +27.4% | +50.8% | -23.4% | +32.9% |
| YTD | +77.6% | +97.9% | -20.3% | +86.4% |
| 1Y | +188.9% | +33.8% | +155.1% | +219.1% |
| All | +188.9% | +36.8% | +152.2% | +219.1% |
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