-17.3%
META vs AMAT
+193.2%
-210.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.7% |
| 7D | +6.7% | -1.5% | +8.2% | +6.8% |
| 30D | +4.8% | -14.8% | +19.6% | +5.9% |
| 3M | -1.6% | -9.3% | +7.6% | -4.0% |
| 6M | -7.5% | +27.4% | -34.9% | -17.5% |
| YTD | -6.4% | +77.6% | -84.0% | -22.2% |
| 1Y | -17.3% | +188.9% | -206.3% | -32.4% |
| All | -17.3% | +193.2% | -210.6% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling