+132.8%
AMAT vs WM
+50.2%
+82.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.2% | -14.7% | -13.1% |
| 7D | -24.3% | +4.5% | -28.8% | -22.8% |
| 30D | -39.8% | +16.1% | -55.9% | -36.2% |
| 3M | -40.2% | +8.0% | -48.2% | -37.8% |
| 6M | -22.1% | +8.4% | -30.5% | -18.8% |
| YTD | +24.7% | +11.2% | +13.5% | +29.2% |
| 1Y | +33.3% | +22.3% | +10.9% | +36.6% |
| All | +132.8% | +50.2% | +82.6% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling