+150.8%
AMAT vs SN
+681.9%
-531.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.9% | +8.4% | +10.5% |
| 7D | -1.1% | +7.6% | -8.7% | -3.1% |
| 30D | -26.9% | +24.1% | -51.0% | -31.6% |
| 3M | -31.2% | +23.7% | -54.9% | -35.7% |
| 6M | -14.7% | +105.5% | -120.2% | -32.3% |
| YTD | +44.7% | +105.1% | -60.4% | +14.6% |
| 1Y | +62.0% | +148.3% | -86.3% | +21.6% |
| 3Y | +165.0% | +438.7% | -273.7% | +83.2% |
| All | +150.8% | +681.9% | -531.1% | +73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling