+1,370.8%
AMAT vs SU
+218.9%
+1,151.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | -2.5% | -10.2% | +7.7% | +1.4% |
| 30D | -26.5% | -6.2% | -20.3% | -25.0% |
| 3M | -28.6% | +8.7% | -37.3% | -31.0% |
| 6M | -14.2% | +7.2% | -21.5% | -17.5% |
| YTD | +45.5% | +55.9% | -10.4% | +20.9% |
| 1Y | +59.3% | +60.4% | -1.1% | +30.8% |
| 3Y | +153.1% | +125.2% | +27.9% | +80.7% |
| 5Y | +158.2% | +216.7% | -58.6% | +56.3% |
| 10Y | +1,370.8% | +223.9% | +1,146.9% | +794.3% |
| All | +1,370.8% | +218.9% | +1,151.9% | +794.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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