+4,223.6%
AMAT vs STX
+16,011.1%
-11,787.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.3% | -2.0% | +1.9% |
| 7D | -1.5% | +2.4% | -3.9% | -2.4% |
| 30D | -14.8% | +1.4% | -16.2% | -15.8% |
| 3M | -9.3% | -8.2% | -1.1% | -6.7% |
| 6M | +27.4% | +127.0% | -99.6% | -7.2% |
| YTD | +77.6% | +209.1% | -131.6% | +13.4% |
| 1Y | +188.9% | +365.4% | -176.5% | +56.2% |
| 3Y | +202.3% | +1,135.4% | -933.1% | +12.3% |
| 5Y | +248.9% | +991.5% | -742.6% | +35.2% |
| 10Y | +1,585.2% | +3,695.8% | -2,110.6% | +333.7% |
| All | +4,223.6% | +16,011.1% | -11,787.4% | +425.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling