+132.8%
AMAT vs SM
-20.8%
+153.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.6% | -9.0% | -12.9% |
| 7D | -24.3% | -25.1% | +0.9% | -21.4% |
| 30D | -39.8% | -15.6% | -24.2% | -38.5% |
| 3M | -40.2% | +2.7% | -42.9% | -41.0% |
| 6M | -22.1% | -3.8% | -18.3% | -23.1% |
| YTD | +24.7% | +61.8% | -37.2% | +5.7% |
| 1Y | +33.3% | +71.4% | -38.1% | +10.5% |
| All | +132.8% | -20.8% | +153.7% | +128.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling