+125.2%
AMAT vs SN
+659.6%
-534.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.4% |
| 7D | -14.7% | +7.2% | -21.9% | -16.5% |
| 30D | -36.1% | +20.4% | -56.5% | -39.7% |
| 3M | -36.9% | +23.9% | -60.8% | -41.1% |
| 6M | -22.2% | +93.0% | -115.2% | -37.1% |
| YTD | +29.9% | +99.2% | -69.3% | +3.7% |
| 1Y | +43.3% | +142.6% | -99.3% | +8.2% |
| 3Y | +142.7% | +398.8% | -256.1% | +69.2% |
| All | +125.2% | +659.6% | -534.4% | +56.9% |
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