+1,527.5%
META vs AMAT
+5,265.0%
-3,737.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | -0.6% |
| 7D | +6.7% | -1.5% | +8.2% | +7.2% |
| 30D | +4.8% | -14.8% | +19.6% | +10.4% |
| 3M | -1.6% | -9.3% | +7.6% | -3.5% |
| 6M | -7.5% | +27.4% | -34.9% | -21.7% |
| YTD | -6.4% | +77.6% | -84.0% | -31.6% |
| 1Y | -17.3% | +188.9% | -206.3% | -51.2% |
| 3Y | +109.9% | +202.3% | -92.4% | +14.7% |
| 5Y | +65.4% | +248.9% | -183.5% | -16.8% |
| 10Y | +391.8% | +1,585.2% | -1,193.4% | +33.3% |
| All | +1,527.5% | +5,265.0% | -3,737.5% | +263.6% |
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