+1,162.1%
AMAT vs STX
+1,948.1%
-786.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.9% |
| 7D | -14.7% | -28.5% | +13.8% | +2.6% |
| 30D | -36.1% | -42.9% | +6.8% | -12.9% |
| 3M | -36.9% | -45.9% | +9.1% | -13.3% |
| 6M | -22.2% | -41.3% | +19.1% | +1.6% |
| YTD | +29.9% | +67.9% | -38.0% | -9.7% |
| 1Y | +43.3% | +66.5% | -23.3% | -0.8% |
| 3Y | +142.7% | +588.0% | -445.3% | -31.9% |
| 5Y | +126.2% | +449.1% | -322.9% | -29.5% |
| All | +1,162.1% | +1,948.1% | -786.0% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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