+147.1%
AMAT vs SM
+5.5%
+141.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +11.4% | +9.4% | +2.0% | +9.3% |
| 30D | -17.0% | -14.4% | -2.7% | -14.8% |
| 3M | -30.6% | +1.6% | -32.2% | -31.6% |
| 6M | -14.9% | +6.3% | -21.3% | -18.0% |
| YTD | +44.7% | +78.8% | -34.1% | +18.8% |
| 1Y | +66.9% | +83.1% | -16.3% | +35.8% |
| 3Y | +153.3% | -5.9% | +159.2% | +136.4% |
| All | +147.1% | +5.5% | +141.6% | +111.6% |
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 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