+11,452.8%
GOOG vs AMAT
+3,096.5%
+8,356.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.4% | -10.6% | -3.1% |
| 7D | +2.9% | -1.1% | +3.9% | +2.5% |
| 30D | -17.8% | -26.9% | +9.1% | -9.7% |
| 3M | -19.0% | -31.2% | +12.2% | -10.1% |
| 6M | -27.9% | -14.7% | -13.2% | -28.8% |
| YTD | -8.7% | +44.7% | -53.4% | -27.0% |
| 1Y | +2.5% | +62.0% | -59.4% | -21.5% |
| 3Y | +119.2% | +165.0% | -45.7% | +31.0% |
| 5Y | +93.4% | +147.1% | -53.7% | +14.6% |
| 10Y | +635.3% | +1,315.3% | -680.0% | +108.1% |
| All | +11,452.8% | +3,096.5% | +8,356.3% | +1,978.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling