+1,162.1%
AMAT vs SM
+8.2%
+1,153.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.1% |
| 7D | -14.7% | -25.9% | +11.2% | -11.2% |
| 30D | -36.1% | -15.1% | -21.0% | -34.8% |
| 3M | -36.9% | +4.9% | -41.7% | -37.7% |
| 6M | -22.2% | +6.1% | -28.3% | -24.0% |
| YTD | +29.9% | +63.4% | -33.5% | +17.7% |
| 1Y | +43.3% | +72.5% | -29.2% | +28.4% |
| 3Y | +142.7% | -16.9% | +159.6% | +137.6% |
| 5Y | +126.2% | -10.6% | +136.9% | +113.9% |
| All | +1,162.1% | +8.2% | +1,153.9% | +730.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling