+262.0%
AMAT vs SNY
+7.6%
+254.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +6.9% | -3.6% | +10.6% | +7.4% |
| 30D | -10.1% | -1.4% | -8.7% | -10.0% |
| 3M | -6.0% | -4.2% | -1.8% | -5.7% |
| 6M | +38.6% | +2.0% | +36.7% | +37.3% |
| YTD | +83.1% | -6.7% | +89.8% | +84.0% |
| 1Y | +188.3% | -4.7% | +193.0% | +188.1% |
| 3Y | +225.3% | -8.1% | +233.5% | +224.0% |
| 5Y | +262.0% | +8.2% | +253.7% | +221.9% |
| All | +262.0% | +7.6% | +254.4% | +221.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling