+1,321.9%
AMAT vs STM
+470.7%
+851.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.1% |
| 7D | +11.4% | +12.0% | -0.7% | +3.4% |
| 30D | -17.0% | -0.4% | -16.7% | -16.5% |
| 3M | -30.6% | -13.2% | -17.4% | -23.7% |
| 6M | -14.9% | -26.1% | +11.1% | +2.5% |
| YTD | +44.7% | +81.2% | -36.5% | -6.8% |
| 1Y | +66.9% | +98.3% | -31.4% | +0.9% |
| 3Y | +153.3% | +16.7% | +136.6% | +101.8% |
| 5Y | +146.2% | -4.8% | +151.1% | +123.2% |
| All | +1,321.9% | +470.7% | +851.2% | +345.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling