+197.0%
AMAT vs SMR
-45.9%
+242.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +7.1% | +4.3% | +10.4% |
| 7D | -1.1% | +1.7% | -2.7% | -1.2% |
| 30D | -26.9% | -24.4% | -2.5% | -24.4% |
| 3M | -31.2% | -44.6% | +13.4% | -26.6% |
| 6M | -14.7% | -56.7% | +41.9% | -6.8% |
| YTD | +44.7% | -61.6% | +106.3% | +58.2% |
| 1Y | +62.0% | -82.1% | +144.0% | +89.2% |
| 3Y | +165.0% | +161.5% | +3.4% | +136.5% |
| All | +197.0% | -45.9% | +242.8% | +209.5% |
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