+205.3%
AMAT vs SMR
-52.0%
+257.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.8% | +4.3% | -2.5% |
| 7D | +19.3% | +10.3% | +9.0% | +17.8% |
| 30D | -17.9% | -25.7% | +7.8% | -14.8% |
| 3M | -30.4% | -49.7% | +19.3% | -24.8% |
| 6M | -11.4% | -59.8% | +48.4% | -2.2% |
| YTD | +48.8% | -66.0% | +114.7% | +65.2% |
| 1Y | +66.0% | -81.4% | +147.5% | +94.2% |
| 3Y | +158.8% | +130.6% | +28.2% | +134.7% |
| All | +205.3% | -52.0% | +257.3% | +223.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling