+247.2%
AMAT vs SM
+107.8%
+139.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.8% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -14.8% | +26.3% | -41.1% | -19.1% |
| 3M | -9.3% | +8.7% | -17.9% | -11.7% |
| 6M | +27.4% | +51.7% | -24.3% | +12.1% |
| YTD | +77.6% | +99.0% | -21.5% | +44.6% |
| 1Y | +188.9% | +34.6% | +154.4% | +159.4% |
| 3Y | +202.3% | -7.8% | +210.0% | +186.9% |
| All | +247.2% | +107.8% | +139.4% | +161.4% |
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