+188.9%
AMAT vs STM
+107.3%
+81.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.2% |
| 7D | -1.5% | +5.8% | -7.3% | -4.7% |
| 30D | -14.8% | -1.0% | -13.8% | -14.4% |
| 3M | -9.3% | -33.3% | +24.0% | +12.8% |
| 6M | +27.4% | +57.4% | -30.0% | +4.1% |
| YTD | +77.6% | +102.2% | -24.6% | +29.5% |
| 1Y | +188.9% | +99.6% | +89.3% | +100.1% |
| All | +188.9% | +107.3% | +81.7% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling