+1,356.4%
AMAT vs SW
+189.7%
+1,166.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.4% | -3.9% |
| 7D | -11.2% | +12.1% | -23.3% | -12.9% |
| 30D | -31.9% | +6.6% | -38.4% | -32.7% |
| 3M | -32.3% | -6.0% | -26.3% | -31.9% |
| 6M | -5.4% | +21.5% | -26.9% | -8.9% |
| YTD | +44.3% | +20.3% | +23.9% | +38.6% |
| 1Y | +61.4% | +28.1% | +33.2% | +53.4% |
| 3Y | +170.6% | +51.6% | +119.0% | +151.3% |
| 5Y | +156.4% | -0.1% | +156.6% | +143.0% |
| 10Y | +1,356.4% | +189.7% | +1,166.6% | +1,196.2% |
| All | +1,356.4% | +189.7% | +1,166.6% | +1,196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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