+188.9%
AMAT vs SNY
+2.0%
+186.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | -1.5% | -1.3% | -0.2% | -1.7% |
| 30D | -14.8% | +3.4% | -18.2% | -14.3% |
| 3M | -9.3% | -0.3% | -9.0% | -9.1% |
| 6M | +27.4% | +1.0% | +26.4% | +27.3% |
| YTD | +77.6% | -3.6% | +81.2% | +79.5% |
| 1Y | +188.9% | +3.0% | +185.9% | +175.3% |
| All | +188.9% | +2.0% | +186.9% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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