+51.7%
AMZN vs AMAT
+156.7%
-105.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.7% |
| 7D | +2.8% | +19.3% | -16.5% | -3.4% |
| 30D | +3.4% | -17.9% | +21.4% | +9.4% |
| 3M | +0.1% | -30.4% | +30.5% | +11.1% |
| 6M | +0.6% | -11.4% | +12.1% | -3.5% |
| YTD | +15.9% | +48.8% | -32.9% | -13.2% |
| 1Y | +9.5% | +66.0% | -56.5% | -22.1% |
| 3Y | +86.3% | +158.8% | -72.5% | -2.8% |
| 5Y | +51.7% | +153.2% | -101.4% | -28.1% |
| All | +51.7% | +156.7% | -105.0% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMAT.
Daily Out/Under-Performance
Portfolio return minus AMAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMAT 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 AMAT 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