+79.1%
META vs AMAT
+121.4%
-42.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.6% | +9.6% | +0.9% |
| 7D | -3.1% | -24.3% | +21.2% | +6.6% |
| 30D | -18.1% | -39.8% | +21.7% | -2.5% |
| 3M | +2.9% | -40.2% | +43.0% | +21.7% |
| 6M | +0.2% | -22.1% | +22.3% | -1.1% |
| YTD | -8.1% | +24.7% | -32.8% | -29.1% |
| 1Y | -4.5% | +33.3% | -37.8% | -29.2% |
| 3Y | +94.2% | +133.9% | -39.7% | -6.3% |
| 5Y | +79.1% | +117.1% | -38.0% | -17.3% |
| All | +79.1% | +121.4% | -42.3% | -17.3% |
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 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