+61.4%
AMAT vs SO
+3.3%
+58.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.8% |
| 7D | -11.2% | +1.7% | -13.0% | -10.0% |
| 30D | -31.9% | +11.1% | -43.0% | -26.5% |
| 3M | -32.3% | +0.7% | -33.0% | -31.6% |
| 6M | -5.4% | -1.4% | -4.0% | -4.7% |
| YTD | +44.3% | +9.4% | +34.8% | +51.7% |
| 1Y | +61.4% | +3.7% | +57.6% | +68.9% |
| All | +61.4% | +3.3% | +58.1% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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