+42,788.6%
AMAT vs SM
+1,289.1%
+41,499.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.6% | -9.0% | -12.8% |
| 7D | -24.3% | -25.1% | +0.9% | -20.7% |
| 30D | -39.8% | -15.6% | -24.2% | -38.3% |
| 3M | -40.2% | +2.7% | -42.9% | -40.9% |
| 6M | -22.1% | -3.8% | -18.3% | -23.1% |
| YTD | +24.7% | +61.8% | -37.2% | +11.4% |
| 1Y | +33.3% | +71.4% | -38.1% | +17.7% |
| 3Y | +133.9% | -20.7% | +154.6% | +129.8% |
| 5Y | +117.1% | -11.5% | +128.6% | +102.8% |
| 10Y | +1,158.7% | +10.2% | +1,148.4% | +695.8% |
| All | +42,788.6% | +1,289.1% | +41,499.6% | +13,992.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling