+119,660.7%
AMAT vs SO
+6,371.5%
+113,289.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.0% |
| 7D | +7.0% | +0.8% | +6.2% | +6.7% |
| 30D | -20.6% | +7.8% | -28.4% | -22.5% |
| 3M | -24.8% | +2.9% | -27.7% | -25.6% |
| 6M | -10.7% | +2.5% | -13.2% | -12.1% |
| YTD | +54.3% | +10.3% | +44.0% | +48.0% |
| 1Y | +73.7% | +6.4% | +67.4% | +68.3% |
| 3Y | +168.4% | +52.8% | +115.6% | +126.0% |
| 5Y | +167.6% | +78.7% | +88.9% | +111.4% |
| 10Y | +1,425.2% | +196.3% | +1,228.9% | +917.9% |
| All | +119,660.7% | +6,371.5% | +113,289.2% | +27,590.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling