+1,162.1%
AMAT vs STT
+204.5%
+957.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | -14.7% | -2.5% | -12.2% | -13.2% |
| 30D | -36.1% | -5.0% | -31.1% | -33.8% |
| 3M | -36.9% | -10.5% | -26.4% | -32.3% |
| 6M | -22.2% | +10.0% | -32.2% | -25.8% |
| YTD | +29.9% | +30.7% | -0.8% | +12.0% |
| 1Y | +43.3% | +43.8% | -0.5% | +17.0% |
| 3Y | +142.7% | +168.1% | -25.4% | +36.3% |
| 5Y | +126.2% | +101.4% | +24.8% | +44.7% |
| All | +1,162.1% | +204.5% | +957.6% | +623.9% |
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