+58.5%
AMAT vs WMT
+24.1%
+34.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.1% | +11.3% | +11.4% |
| 7D | -1.1% | -1.6% | +0.5% | -1.6% |
| 30D | -26.9% | +12.9% | -39.8% | -23.6% |
| 3M | -31.2% | +12.6% | -43.8% | -27.6% |
| 6M | -14.7% | -3.4% | -11.3% | -10.9% |
| YTD | +44.7% | +13.5% | +31.2% | +54.5% |
| All | +58.5% | +24.1% | +34.4% | +76.0% |
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