+117.1%
AMAT vs SO
+78.6%
+38.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.2% | -13.8% | -13.5% |
| 7D | -24.3% | +0.4% | -24.7% | -24.2% |
| 30D | -39.8% | +9.2% | -49.0% | -39.2% |
| 3M | -40.2% | +1.1% | -41.3% | -40.0% |
| 6M | -22.1% | -1.1% | -21.1% | -21.9% |
| YTD | +24.7% | +9.7% | +15.0% | +25.0% |
| 1Y | +33.3% | +5.5% | +27.8% | +33.7% |
| 3Y | +133.9% | +47.0% | +86.8% | +120.4% |
| 5Y | +117.1% | +77.6% | +39.5% | +107.4% |
| All | +117.1% | +78.6% | +38.4% | +107.4% |
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