+160.4%
AMAT vs WMT
+134.8%
+25.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.6% |
| 7D | +19.3% | -1.2% | +20.5% | +19.3% |
| 30D | -17.9% | +12.4% | -30.3% | -17.7% |
| 3M | -30.4% | +9.0% | -39.5% | -30.1% |
| 6M | -11.4% | -3.0% | -8.5% | -9.6% |
| YTD | +48.8% | +14.0% | +34.8% | +47.2% |
| 1Y | +66.0% | +23.0% | +43.0% | +62.0% |
| All | +160.4% | +134.8% | +25.6% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling