+2,746.9%
AMAT vs SNY
+286.7%
+2,460.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | +11.4% | +2.8% | +8.5% | +10.1% |
| 30D | -17.0% | +21.6% | -38.7% | -24.2% |
| 3M | -30.6% | +10.5% | -41.1% | -34.1% |
| 6M | -14.9% | +14.0% | -29.0% | -21.4% |
| YTD | +44.7% | +5.4% | +39.3% | +38.0% |
| 1Y | +66.9% | -2.5% | +69.3% | +64.8% |
| 3Y | +153.3% | +22.1% | +131.2% | +117.0% |
| 5Y | +146.2% | +18.0% | +128.2% | +104.9% |
| 10Y | +1,330.3% | +77.7% | +1,252.6% | +854.3% |
| All | +2,746.9% | +286.7% | +2,460.2% | +973.2% |
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