+132.6%
GOOG vs AMAT
+246.8%
-114.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.4% | -2.3% |
| 7D | -2.1% | -1.5% | -0.6% | -1.8% |
| 30D | -6.8% | -14.8% | +8.0% | -2.7% |
| 3M | -9.1% | -9.3% | +0.2% | -10.1% |
| 6M | +10.7% | +27.4% | -16.7% | -3.9% |
| YTD | +7.1% | +77.6% | -70.5% | -18.8% |
| 1Y | +44.6% | +188.9% | -144.3% | -9.4% |
| 3Y | +147.4% | +202.3% | -54.9% | +38.7% |
| All | +132.6% | +246.8% | -114.2% | +13.5% |
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