+1,315.3%
AMAT vs WMT
+542.9%
+772.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.1% | +11.3% | +11.3% |
| 7D | -1.1% | -1.6% | +0.5% | -0.6% |
| 30D | -26.9% | +12.9% | -39.8% | -30.3% |
| 3M | -31.2% | +12.6% | -43.8% | -34.6% |
| 6M | -14.7% | -3.4% | -11.3% | -14.7% |
| YTD | +44.7% | +13.5% | +31.2% | +34.0% |
| 1Y | +62.0% | +23.5% | +38.4% | +43.7% |
| 3Y | +165.0% | +137.3% | +27.6% | +65.4% |
| 5Y | +147.1% | +167.9% | -20.8% | +41.9% |
| 10Y | +1,315.3% | +526.6% | +788.7% | +531.3% |
| All | +1,315.3% | +542.9% | +772.4% | +531.3% |
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