+247.2%
AMAT vs SW
-2.3%
+249.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.1% | +4.0% |
| 7D | -1.5% | -5.1% | +3.6% | -0.3% |
| 30D | -14.8% | -4.6% | -10.2% | -14.0% |
| 3M | -9.3% | +9.4% | -18.7% | -11.6% |
| 6M | +27.4% | +3.5% | +23.9% | +25.2% |
| YTD | +77.6% | +22.0% | +55.5% | +67.8% |
| 1Y | +188.9% | +2.2% | +186.7% | +182.4% |
| 3Y | +202.3% | +19.6% | +182.7% | +182.7% |
| All | +247.2% | -2.3% | +249.5% | +234.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling