+1,321.9%
AMAT vs WMT
+538.2%
+783.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.3% |
| 7D | +11.4% | +2.0% | +9.3% | +10.6% |
| 30D | -17.0% | +10.3% | -27.3% | -20.1% |
| 3M | -30.6% | +11.0% | -41.6% | -33.7% |
| 6M | -14.9% | -2.3% | -12.6% | -15.2% |
| YTD | +44.7% | +15.7% | +29.0% | +33.1% |
| 1Y | +66.9% | +26.0% | +40.9% | +47.1% |
| 3Y | +153.3% | +136.5% | +16.8% | +58.8% |
| 5Y | +146.2% | +176.8% | -30.6% | +39.2% |
| All | +1,321.9% | +538.2% | +783.7% | +526.6% |
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