+29,544.9%
AMAT vs SUI
+4,037.5%
+25,507.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.4% |
| 7D | -1.5% | -2.8% | +1.3% | -0.4% |
| 30D | -14.8% | -1.2% | -13.6% | -14.6% |
| 3M | -9.3% | -1.7% | -7.5% | -9.9% |
| 6M | +27.4% | -10.5% | +37.9% | +31.1% |
| YTD | +77.6% | -1.8% | +79.4% | +75.7% |
| 1Y | +188.9% | -4.1% | +193.0% | +187.6% |
| 3Y | +202.3% | +11.3% | +191.0% | +173.3% |
| 5Y | +248.9% | -32.1% | +281.0% | +284.0% |
| 10Y | +1,585.2% | +110.4% | +1,474.8% | +1,041.7% |
| All | +29,544.9% | +4,037.5% | +25,507.4% | +7,845.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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