+188.9%
AMAT vs SN
+46.4%
+142.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.7% |
| 7D | -1.5% | -9.3% | +7.8% | +2.2% |
| 30D | -14.8% | -4.8% | -10.0% | -13.3% |
| 3M | -9.3% | +40.4% | -49.7% | -21.8% |
| 6M | +27.4% | +50.9% | -23.6% | +5.5% |
| YTD | +77.6% | +54.9% | +22.6% | +45.9% |
| 1Y | +188.9% | +43.0% | +145.9% | +129.1% |
| All | +188.9% | +46.4% | +142.6% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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