+169.4%
AMAT vs SW
+42.5%
+126.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.4% | -4.4% |
| 7D | -11.2% | +12.1% | -23.3% | -14.1% |
| 30D | -31.9% | +6.6% | -38.4% | -33.3% |
| 3M | -32.3% | -6.0% | -26.3% | -31.5% |
| 6M | -5.4% | +21.5% | -26.9% | -12.2% |
| YTD | +44.3% | +20.3% | +23.9% | +33.0% |
| 1Y | +61.4% | +28.1% | +33.2% | +45.7% |
| All | +169.4% | +42.5% | +126.9% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling