+188.9%
AMAT vs SMR
-76.3%
+265.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | -1.5% | +4.4% | -5.9% | -2.6% |
| 30D | -14.8% | +3.4% | -18.2% | -16.0% |
| 3M | -9.3% | -19.2% | +9.9% | -6.2% |
| 6M | +27.4% | -22.6% | +50.0% | +30.6% |
| YTD | +77.6% | -31.5% | +109.1% | +84.4% |
| 1Y | +188.9% | -73.1% | +262.0% | +248.1% |
| All | +188.9% | -76.3% | +265.2% | +248.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling