+132.8%
AMAT vs SN
+384.9%
-252.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.0% | -12.6% | -13.2% |
| 7D | -24.3% | +3.8% | -28.1% | -25.4% |
| 30D | -39.8% | +17.5% | -57.3% | -43.5% |
| 3M | -40.2% | +19.2% | -59.4% | -44.3% |
| 6M | -22.1% | +84.9% | -107.0% | -39.5% |
| YTD | +24.7% | +94.0% | -69.4% | -5.3% |
| 1Y | +33.3% | +151.3% | -118.1% | -8.2% |
| All | +132.8% | +384.9% | -252.1% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling