+166.6%
AMAT vs SMR
-49.5%
+216.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +16.2% | -12.0% | +2.1% |
| 7D | -14.7% | -9.6% | -5.1% | -13.6% |
| 30D | -36.1% | -33.8% | -2.3% | -32.8% |
| 3M | -36.9% | -46.4% | +9.5% | -32.4% |
| 6M | -22.2% | -62.4% | +40.2% | -13.6% |
| YTD | +29.9% | -64.1% | +94.1% | +43.2% |
| 1Y | +43.3% | -84.3% | +127.6% | +69.8% |
| 3Y | +142.7% | +55.8% | +86.8% | +126.0% |
| All | +166.6% | -49.5% | +216.1% | +180.2% |
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