+247.2%
AMAT vs SO
+58.2%
+189.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.1% | +4.2% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -14.8% | -4.6% | -10.2% | -15.1% |
| 3M | -9.3% | -3.0% | -6.2% | -9.6% |
| 6M | +27.4% | -8.3% | +35.6% | +26.8% |
| YTD | +77.6% | +3.5% | +74.0% | +76.8% |
| 1Y | +188.9% | -0.9% | +189.9% | +187.6% |
| 3Y | +202.3% | +45.4% | +156.9% | +180.4% |
| All | +247.2% | +58.2% | +189.0% | +224.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling