+1,111.0%
AMAT vs STM
+377.3%
+733.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -12.4% | -1.2% | -5.2% |
| 7D | -24.3% | -20.1% | -4.2% | -11.7% |
| 30D | -39.8% | -32.0% | -7.8% | -22.0% |
| 3M | -40.2% | -24.2% | -16.0% | -28.2% |
| 6M | -22.1% | -29.9% | +7.8% | -3.1% |
| YTD | +24.7% | +54.9% | -30.2% | -11.0% |
| 1Y | +33.3% | +68.0% | -34.7% | -10.1% |
| 3Y | +133.9% | -0.1% | +134.0% | +106.5% |
| 5Y | +117.1% | -17.9% | +135.0% | +116.7% |
| All | +1,111.0% | +377.3% | +733.7% | +314.6% |
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