+17,055.4%
AMAT vs STM
+1,727.7%
+15,327.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -12.4% | -1.2% | -5.9% |
| 7D | -24.3% | -20.1% | -4.2% | -12.8% |
| 30D | -39.8% | -32.0% | -7.8% | -23.6% |
| 3M | -40.2% | -24.2% | -16.0% | -29.2% |
| 6M | -22.1% | -29.9% | +7.8% | -4.4% |
| YTD | +24.7% | +54.9% | -30.2% | -7.8% |
| 1Y | +33.3% | +68.0% | -34.7% | -6.3% |
| 3Y | +133.9% | -0.1% | +134.0% | +110.5% |
| 5Y | +117.1% | -17.9% | +135.0% | +120.8% |
| 10Y | +1,158.7% | +392.2% | +766.4% | +313.5% |
| All | +17,055.4% | +1,727.7% | +15,327.8% | +2,165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling