+169.8%
AMAT vs SNY
-4.5%
+174.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.6% |
| 7D | +0.4% | -3.3% | +3.7% | -0.3% |
| 30D | -16.6% | -2.2% | -14.5% | -17.0% |
| 3M | -17.3% | -3.0% | -14.3% | -17.6% |
| 6M | +30.3% | +2.7% | +27.6% | +28.5% |
| YTD | +78.3% | -6.8% | +85.1% | +78.9% |
| 1Y | +169.8% | -5.3% | +175.0% | +165.0% |
| All | +169.8% | -4.5% | +174.3% | +165.0% |
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