+1,111.0%
AMAT vs SW
+185.4%
+925.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.5% | -12.1% | -13.3% |
| 7D | -24.3% | +4.7% | -28.9% | -24.9% |
| 30D | -39.8% | +5.0% | -44.8% | -40.4% |
| 3M | -40.2% | -7.3% | -32.8% | -39.6% |
| 6M | -22.1% | +15.0% | -37.1% | -24.4% |
| YTD | +24.7% | +18.5% | +6.2% | +20.1% |
| 1Y | +33.3% | +27.1% | +6.1% | +26.9% |
| 3Y | +133.9% | +49.3% | +84.5% | +117.8% |
| 5Y | +117.1% | -1.6% | +118.7% | +106.3% |
| All | +1,111.0% | +185.4% | +925.6% | +974.8% |
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