+196.9%
AMAT vs SMR
-53.6%
+250.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.3% |
| 7D | +11.4% | -8.3% | +19.6% | +12.7% |
| 30D | -17.0% | -20.1% | +3.0% | -14.6% |
| 3M | -30.6% | -52.7% | +22.1% | -24.4% |
| 6M | -14.9% | -61.0% | +46.1% | -5.6% |
| YTD | +44.7% | -67.1% | +111.8% | +61.4% |
| 1Y | +66.9% | -79.9% | +146.8% | +94.1% |
| 3Y | +153.3% | +101.7% | +51.6% | +132.9% |
| All | +196.9% | -53.6% | +250.5% | +215.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling