+96,674.4%
AMAT vs STT
+6,256.2%
+90,418.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.7% | -8.9% | -11.6% |
| 7D | -24.3% | -4.9% | -19.4% | -22.5% |
| 30D | -39.8% | -6.0% | -33.8% | -38.0% |
| 3M | -40.2% | -11.7% | -28.5% | -36.8% |
| 6M | -22.1% | +11.7% | -33.8% | -25.1% |
| YTD | +24.7% | +30.4% | -5.8% | +12.4% |
| 1Y | +33.3% | +43.9% | -10.7% | +15.4% |
| 3Y | +133.9% | +165.4% | -31.5% | +56.3% |
| 5Y | +117.1% | +101.0% | +16.1% | +60.4% |
| 10Y | +1,158.7% | +210.7% | +948.0% | +657.3% |
| All | +96,674.4% | +6,256.2% | +90,418.2% | +9,460.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling