+1,321.9%
AMAT vs SNY
+76.4%
+1,245.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | +11.4% | +2.8% | +8.5% | +10.5% |
| 30D | -17.0% | +21.6% | -38.7% | -22.3% |
| 3M | -30.6% | +10.5% | -41.1% | -33.1% |
| 6M | -14.9% | +14.0% | -29.0% | -19.8% |
| YTD | +44.7% | +5.4% | +39.3% | +40.2% |
| 1Y | +66.9% | -2.5% | +69.3% | +66.5% |
| 3Y | +153.3% | +22.1% | +131.2% | +122.7% |
| 5Y | +146.2% | +18.0% | +128.2% | +107.2% |
| All | +1,321.9% | +76.4% | +1,245.5% | +881.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling