+153.1%
AMAT vs SMR
+139.4%
+13.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.6% | +1.1% |
| 7D | -2.5% | -2.8% | +0.3% | -2.0% |
| 30D | -26.5% | -27.5% | +1.0% | -23.4% |
| 3M | -28.6% | -43.1% | +14.6% | -23.8% |
| 6M | -14.2% | -58.4% | +44.2% | -5.5% |
| YTD | +45.5% | -63.2% | +108.6% | +60.4% |
| 1Y | +59.3% | -81.6% | +141.0% | +86.8% |
| 3Y | +153.1% | +149.8% | +3.3% | +168.9% |
| All | +153.1% | +139.4% | +13.6% | +168.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling