+8,212.8%
AMAT vs SRE
+1,525.5%
+6,687.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.6% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | -14.8% | -0.7% | -14.1% | -14.7% |
| 3M | -9.3% | -6.3% | -3.0% | -7.2% |
| 6M | +27.4% | -10.7% | +38.0% | +32.6% |
| YTD | +77.6% | -3.5% | +81.0% | +78.9% |
| 1Y | +188.9% | +5.3% | +183.6% | +180.1% |
| 3Y | +202.3% | +31.8% | +170.5% | +157.9% |
| 5Y | +248.9% | +47.4% | +201.5% | +181.2% |
| 10Y | +1,585.2% | +120.6% | +1,464.7% | +1,006.1% |
| All | +8,212.8% | +1,525.5% | +6,687.3% | +2,335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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