+3.2%
MSFT vs AMAT
+65.7%
-62.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +3.9% | +0.4% |
| 7D | -2.4% | +19.3% | -21.7% | -2.8% |
| 30D | -3.8% | -17.9% | +14.2% | -3.9% |
| 3M | +6.4% | -30.4% | +36.8% | +6.3% |
| 6M | +28.8% | -11.4% | +40.2% | +24.9% |
| YTD | +8.8% | +48.8% | -39.9% | +1.8% |
| 1Y | +3.2% | +66.0% | -62.9% | -4.9% |
| All | +3.2% | +65.7% | -62.5% | -4.9% |
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