+43.3%
AMAT vs WM
+20.0%
+23.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +1.7% |
| 7D | -14.7% | +1.2% | -15.9% | -13.1% |
| 30D | -36.1% | +13.1% | -49.2% | -25.3% |
| 3M | -36.9% | +3.6% | -40.5% | -32.7% |
| 6M | -22.2% | +8.1% | -30.3% | -12.2% |
| YTD | +29.9% | +8.9% | +21.0% | +45.9% |
| 1Y | +43.3% | +20.3% | +22.9% | +65.8% |
| All | +43.3% | +20.0% | +23.3% | +65.8% |
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