+126.7%
AMAT vs WMT
+166.9%
-40.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.4% |
| 7D | -14.7% | +1.6% | -16.3% | -14.9% |
| 30D | -36.1% | +16.1% | -52.1% | -37.6% |
| 3M | -36.9% | +12.3% | -49.1% | -38.1% |
| 6M | -22.2% | -3.1% | -19.1% | -21.4% |
| YTD | +29.9% | +13.4% | +16.5% | +25.1% |
| 1Y | +43.3% | +24.5% | +18.8% | +33.8% |
| 3Y | +142.7% | +135.7% | +7.0% | +79.2% |
| All | +126.7% | +166.9% | -40.1% | +54.0% |
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 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