+117.1%
AMAT vs SM
-8.9%
+125.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.6% | -9.0% | -12.6% |
| 7D | -24.3% | -25.1% | +0.9% | -19.9% |
| 30D | -39.8% | -15.6% | -24.2% | -38.0% |
| 3M | -40.2% | +2.7% | -42.9% | -41.2% |
| 6M | -22.1% | -3.8% | -18.3% | -23.5% |
| YTD | +24.7% | +61.8% | -37.2% | +4.5% |
| 1Y | +33.3% | +71.4% | -38.1% | +9.4% |
| 3Y | +133.9% | -20.7% | +154.6% | +126.9% |
| 5Y | +117.1% | -11.5% | +128.6% | +91.8% |
| All | +117.1% | -8.9% | +125.9% | +91.8% |
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 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