+3,393.9%
AMAT vs SNY
+253.7%
+3,140.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.5% | -1.3% | -0.2% | -0.9% |
| 30D | -14.8% | +3.4% | -18.2% | -16.1% |
| 3M | -9.3% | -0.3% | -9.0% | -10.2% |
| 6M | +27.4% | +1.0% | +26.4% | +25.0% |
| YTD | +77.6% | -3.6% | +81.2% | +77.4% |
| 1Y | +188.9% | +3.0% | +185.9% | +178.7% |
| 3Y | +202.3% | -4.3% | +206.6% | +187.7% |
| 5Y | +248.9% | +5.2% | +243.7% | +207.8% |
| 10Y | +1,585.2% | +70.2% | +1,515.0% | +1,047.4% |
| All | +3,393.9% | +253.7% | +3,140.2% | +1,279.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling