+61.4%
AMAT vs WM
+21.9%
+39.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -1.4% |
| 7D | -11.2% | +5.9% | -17.1% | -4.9% |
| 30D | -31.9% | +15.4% | -47.3% | -18.8% |
| 3M | -32.3% | +6.3% | -38.7% | -25.9% |
| 6M | -5.4% | +5.6% | -11.0% | +6.6% |
| YTD | +44.3% | +9.9% | +34.3% | +63.0% |
| 1Y | +61.4% | +20.8% | +40.5% | +87.5% |
| All | +61.4% | +21.9% | +39.5% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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