+9.0%
MSFT vs AMAT
+60.5%
-51.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.3% | +10.0% | +6.7% |
| 7D | +4.7% | -11.2% | +15.9% | +4.8% |
| 30D | +5.8% | -31.9% | +37.7% | +5.8% |
| 3M | +13.0% | -32.3% | +45.3% | +13.1% |
| 6M | +34.9% | -5.4% | +40.3% | +30.6% |
| YTD | +15.7% | +44.3% | -28.6% | +8.4% |
| 1Y | +9.0% | +61.4% | -52.4% | -0.4% |
| All | +9.0% | +60.5% | -51.6% | -0.4% |
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