+126.7%
AMAT vs STM
-15.6%
+142.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +1.3% |
| 7D | -14.7% | -10.7% | -4.0% | -7.9% |
| 30D | -36.1% | -25.7% | -10.4% | -22.2% |
| 3M | -36.9% | -21.6% | -15.3% | -26.1% |
| 6M | -22.2% | -27.8% | +5.6% | -5.3% |
| YTD | +29.9% | +61.8% | -31.8% | -8.8% |
| 1Y | +43.3% | +78.1% | -34.8% | -5.8% |
| 3Y | +142.7% | +4.9% | +137.8% | +112.2% |
| All | +126.7% | -15.6% | +142.3% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling