+1,321.9%
AMAT vs STX
+2,020.3%
-698.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.3% | -1.0% |
| 7D | +11.4% | +14.6% | -3.2% | +3.2% |
| 30D | -17.0% | -26.0% | +8.9% | -2.0% |
| 3M | -30.6% | -42.6% | +12.0% | -7.3% |
| 6M | -14.9% | -35.3% | +20.3% | +5.3% |
| YTD | +44.7% | +92.5% | -47.8% | -6.9% |
| 1Y | +66.9% | +102.4% | -35.5% | +3.6% |
| 3Y | +153.3% | +673.8% | -520.5% | -33.7% |
| 5Y | +146.2% | +463.1% | -316.8% | -24.5% |
| All | +1,321.9% | +2,020.3% | -698.4% | +121.5% |
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