+1,315.3%
AMAT vs STM
+433.9%
+881.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +6.8% | +4.6% | +6.8% |
| 7D | -1.1% | -5.6% | +4.5% | +3.3% |
| 30D | -26.9% | -14.4% | -12.5% | -18.5% |
| 3M | -31.2% | -20.5% | -10.7% | -19.8% |
| 6M | -14.7% | -24.5% | +9.8% | +1.0% |
| YTD | +44.7% | +72.7% | -28.0% | -3.8% |
| 1Y | +62.0% | +91.0% | -29.1% | +0.4% |
| 3Y | +165.0% | +13.5% | +151.4% | +114.9% |
| 5Y | +147.1% | -9.2% | +156.3% | +131.2% |
| 10Y | +1,315.3% | +422.5% | +892.7% | +354.8% |
| All | +1,315.3% | +433.9% | +881.4% | +354.8% |
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