+1,665.8%
AMAT vs WMT
+423.0%
+1,242.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.4% |
| 7D | +7.0% | +0.1% | +6.9% | +6.9% |
| 30D | -12.2% | -5.0% | -7.3% | -10.8% |
| 3M | -3.8% | -11.3% | +7.5% | -0.3% |
| 6M | +45.9% | -13.8% | +59.7% | +52.2% |
| YTD | +84.6% | -4.2% | +88.8% | +82.9% |
| 1Y | +193.4% | +4.6% | +188.8% | +177.2% |
| 3Y | +228.1% | +100.5% | +127.6% | +118.5% |
| 5Y | +268.9% | +129.7% | +139.3% | +124.2% |
| 10Y | +1,665.8% | +423.4% | +1,242.3% | +701.1% |
| All | +1,665.8% | +423.0% | +1,242.8% | +701.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 10y: compounded portfolio wealth divided by compounded WMT 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…
10y analysis · Full analysis span regression · 6 months rolling