+66.9%
AMAT vs SO
+5.1%
+61.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -4.0% | -1.9% |
| 7D | +11.4% | +1.4% | +10.0% | +12.3% |
| 30D | -17.0% | +4.7% | -21.8% | -13.9% |
| 3M | -30.6% | +1.7% | -32.3% | -29.3% |
| 6M | -14.9% | +2.2% | -17.1% | -13.4% |
| YTD | +44.7% | +10.0% | +34.7% | +52.2% |
| 1Y | +66.9% | +6.0% | +60.8% | +75.8% |
| All | +66.9% | +5.1% | +61.8% | +75.8% |
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