+247.2%
AMAT vs WMT
+129.7%
+117.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | -1.5% | +3.9% | -5.4% | -2.2% |
| 30D | -14.8% | -4.4% | -10.4% | -14.2% |
| 3M | -9.3% | -8.8% | -0.5% | -8.0% |
| 6M | +27.4% | -15.6% | +43.0% | +31.4% |
| YTD | +77.6% | -3.2% | +80.8% | +75.3% |
| 1Y | +188.9% | +7.0% | +181.9% | +175.2% |
| 3Y | +202.3% | +105.3% | +97.0% | +124.1% |
| All | +247.2% | +129.7% | +117.5% | +155.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling