+1,315.3%
AMAT vs STX
+2,159.4%
-844.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +9.8% | +1.6% | +5.9% |
| 7D | -1.1% | -14.8% | +13.7% | +8.2% |
| 30D | -26.9% | -35.4% | +8.4% | -6.8% |
| 3M | -31.2% | -37.7% | +6.5% | -12.5% |
| 6M | -14.7% | -35.2% | +20.5% | +5.5% |
| YTD | +44.7% | +84.4% | -39.7% | -4.4% |
| 1Y | +62.0% | +82.3% | -20.3% | +6.8% |
| 3Y | +165.0% | +646.2% | -481.3% | -28.8% |
| 5Y | +147.1% | +487.4% | -340.3% | -25.7% |
| 10Y | +1,315.3% | +2,071.0% | -755.8% | +120.1% |
| All | +1,315.3% | +2,159.4% | -844.2% | +120.1% |
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