+33.3%
AMAT vs SW
+25.8%
+7.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.5% | -12.1% | -13.2% |
| 7D | -24.3% | +4.7% | -28.9% | -25.0% |
| 30D | -39.8% | +5.0% | -44.8% | -40.5% |
| 3M | -40.2% | -7.3% | -32.8% | -39.1% |
| 6M | -22.1% | +15.0% | -37.1% | -26.9% |
| YTD | +24.7% | +18.5% | +6.2% | +16.0% |
| 1Y | +33.3% | +27.1% | +6.1% | +20.4% |
| All | +33.3% | +25.8% | +7.5% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling