+58.5%
AMAT vs SMR
-83.0%
+141.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +7.1% | +4.3% | +9.3% |
| 7D | -1.1% | +1.7% | -2.7% | -1.5% |
| 30D | -26.9% | -24.4% | -2.5% | -21.5% |
| 3M | -31.2% | -44.6% | +13.4% | -21.2% |
| 6M | -14.7% | -56.7% | +41.9% | +1.7% |
| YTD | +44.7% | -61.6% | +106.3% | +72.7% |
| All | +58.5% | -83.0% | +141.5% | +111.8% |
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