+61.4%
AMAT vs SNY
+2.7%
+58.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.7% | -8.0% | -1.0% |
| 7D | -11.2% | +12.4% | -23.6% | -6.1% |
| 30D | -31.9% | +20.1% | -52.0% | -25.8% |
| 3M | -32.3% | +11.2% | -43.6% | -28.3% |
| 6M | -5.4% | +9.5% | -14.9% | -0.5% |
| YTD | +44.3% | +3.4% | +40.9% | +52.1% |
| 1Y | +61.4% | +2.0% | +59.3% | +70.8% |
| All | +61.4% | +2.7% | +58.6% | +70.8% |
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