+436.0%
META vs AMAT
+1,318.9%
-882.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +3.3% | -2.5% | +5.7% | +3.7% |
| 30D | -10.8% | -26.5% | +15.8% | -0.9% |
| 3M | +7.9% | -28.6% | +36.5% | +20.0% |
| 6M | +5.4% | -14.2% | +19.6% | +2.6% |
| YTD | -2.6% | +45.5% | -48.1% | -25.9% |
| 1Y | +1.9% | +59.3% | -57.5% | -25.9% |
| 3Y | +97.0% | +153.1% | -56.1% | +8.4% |
| 5Y | +97.6% | +158.2% | -60.5% | +4.1% |
| 10Y | +436.0% | +1,370.8% | -934.8% | +32.4% |
| All | +436.0% | +1,318.9% | -882.9% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling