+1,425.2%
AMAT vs STT
+203.9%
+1,221.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +5.2% |
| 7D | +7.0% | +0.4% | +6.5% | +7.2% |
| 30D | -20.6% | -0.4% | -20.2% | -19.9% |
| 3M | -24.8% | -6.5% | -18.3% | -21.3% |
| 6M | -10.7% | +17.2% | -27.9% | -18.0% |
| YTD | +54.3% | +38.2% | +16.1% | +28.8% |
| 1Y | +73.7% | +49.3% | +24.4% | +38.7% |
| 3Y | +168.4% | +181.9% | -13.5% | +46.1% |
| 5Y | +167.6% | +106.9% | +60.6% | +68.3% |
| 10Y | +1,425.2% | +203.1% | +1,222.0% | +696.7% |
| All | +1,425.2% | +203.9% | +1,221.3% | +696.7% |
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