+2,935.6%
AMAT vs STX
+8,757.3%
-5,821.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -16.3% | +2.7% | -7.3% |
| 7D | -24.3% | -33.4% | +9.1% | -11.3% |
| 30D | -39.8% | -42.1% | +2.3% | -25.6% |
| 3M | -40.2% | -44.3% | +4.1% | -25.9% |
| 6M | -22.1% | -39.4% | +17.3% | -6.3% |
| YTD | +24.7% | +70.0% | -45.3% | -0.2% |
| 1Y | +33.3% | +70.2% | -36.9% | +6.2% |
| 3Y | +133.9% | +585.2% | -451.3% | +8.9% |
| 5Y | +117.1% | +455.7% | -338.6% | +8.3% |
| 10Y | +1,158.7% | +2,007.9% | -849.2% | +305.8% |
| All | +2,935.6% | +8,757.3% | -5,821.7% | +362.6% |
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