+216.6%
AMAT vs SMR
-48.0%
+264.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.0% |
| 7D | +7.0% | +1.9% | +5.0% | +6.7% |
| 30D | -20.6% | -21.9% | +1.3% | -18.1% |
| 3M | -24.8% | -47.1% | +22.4% | -19.2% |
| 6M | -10.7% | -60.6% | +49.9% | -1.4% |
| YTD | +54.3% | -63.1% | +117.4% | +69.5% |
| 1Y | +73.7% | -80.4% | +154.2% | +101.6% |
| 3Y | +168.4% | +150.2% | +18.2% | +140.9% |
| All | +216.6% | -48.0% | +264.6% | +231.6% |
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