+1,587.5%
AMAT vs STT
+267.1%
+1,320.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -1.5% | +0.5% | -2.0% | -1.8% |
| 30D | -14.8% | +3.9% | -18.7% | -16.7% |
| 3M | -9.3% | +20.0% | -29.2% | -18.3% |
| 6M | +27.4% | +55.3% | -27.9% | -1.1% |
| YTD | +77.6% | +53.3% | +24.2% | +38.6% |
| 1Y | +188.9% | +74.7% | +114.2% | +109.0% |
| 3Y | +202.3% | +205.8% | -3.5% | +55.8% |
| 5Y | +248.9% | +145.0% | +103.9% | +97.2% |
| All | +1,587.5% | +267.1% | +1,320.4% | +629.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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