+147.1%
AMAT vs SM
-13.5%
+160.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -2.7% | +14.1% | +11.9% |
| 7D | -1.1% | -22.3% | +21.2% | +3.9% |
| 30D | -26.9% | -21.4% | -5.6% | -23.6% |
| 3M | -31.2% | +1.4% | -32.6% | -32.3% |
| 6M | -14.7% | +0.1% | -14.8% | -17.0% |
| YTD | +44.7% | +59.0% | -14.3% | +21.6% |
| 1Y | +62.0% | +64.3% | -2.4% | +34.3% |
| 3Y | +165.0% | -13.1% | +178.1% | +150.6% |
| 5Y | +147.1% | -13.9% | +161.0% | +122.1% |
| All | +147.1% | -13.5% | +160.6% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling