+137,736.4%
AMAT vs WMT
+9,495.6%
+128,240.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.8% |
| 7D | -1.5% | +3.9% | -5.4% | -3.3% |
| 30D | -14.8% | -4.4% | -10.4% | -13.5% |
| 3M | -9.3% | -8.8% | -0.5% | -6.7% |
| 6M | +27.4% | -15.6% | +43.0% | +35.0% |
| YTD | +77.6% | -3.2% | +80.8% | +75.9% |
| 1Y | +188.9% | +7.0% | +181.9% | +171.2% |
| 3Y | +202.3% | +105.3% | +97.0% | +104.9% |
| 5Y | +248.9% | +129.3% | +119.6% | +121.5% |
| 10Y | +1,585.2% | +423.9% | +1,161.3% | +619.5% |
| All | +137,736.4% | +9,495.6% | +128,240.9% | +12,639.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling