+5,982.6%
AMAT vs SRE
+1,424.7%
+4,557.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +5.1% |
| 7D | -14.7% | -9.2% | -5.5% | -11.2% |
| 30D | -36.1% | -1.9% | -34.2% | -35.6% |
| 3M | -36.9% | -6.5% | -30.3% | -35.3% |
| 6M | -22.2% | -15.2% | -7.0% | -17.2% |
| YTD | +29.9% | -9.5% | +39.4% | +34.3% |
| 1Y | +43.3% | -13.2% | +56.5% | +50.5% |
| 3Y | +142.7% | +19.5% | +123.2% | +116.0% |
| 5Y | +126.2% | +43.6% | +82.6% | +84.2% |
| 10Y | +1,211.7% | +109.9% | +1,101.8% | +779.3% |
| All | +5,982.6% | +1,424.7% | +4,557.9% | +1,727.6% |
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