+188.3%
AMAT vs WMT
+4.6%
+183.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.9% |
| 7D | +6.9% | -0.2% | +7.2% | +6.9% |
| 30D | -10.1% | -5.8% | -4.3% | -11.2% |
| 3M | -6.0% | -10.8% | +4.8% | -7.6% |
| 6M | +38.6% | -14.3% | +53.0% | +35.6% |
| YTD | +83.1% | -4.4% | +87.5% | +84.1% |
| 1Y | +188.3% | +4.3% | +184.0% | +206.8% |
| All | +188.3% | +4.6% | +183.7% | +206.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling