+89.4%
META vs AMAT
+168.7%
-79.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +2.6% |
| 7D | +2.9% | -11.2% | +14.1% | +7.2% |
| 30D | -15.1% | -31.9% | +16.8% | -3.0% |
| 3M | +7.2% | -32.3% | +39.6% | +21.8% |
| 6M | +3.4% | -5.4% | +8.8% | -5.1% |
| YTD | -4.3% | +44.3% | -48.6% | -29.8% |
| 1Y | +0.8% | +61.4% | -60.6% | -30.5% |
| 3Y | +102.2% | +170.6% | -68.4% | -7.1% |
| 5Y | +89.4% | +156.4% | -67.1% | -17.0% |
| All | +89.4% | +168.7% | -79.3% | -17.0% |
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