+52.3%
MSFT vs AMAT
+142.6%
-90.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -1.5% |
| 7D | +1.7% | -14.7% | +16.4% | +3.6% |
| 30D | +0.2% | -36.1% | +36.3% | +5.5% |
| 3M | +6.4% | -36.9% | +43.2% | +11.9% |
| 6M | +28.7% | -22.2% | +50.9% | +27.0% |
| YTD | +10.4% | +29.9% | -19.5% | -3.1% |
| 1Y | +7.6% | +43.3% | -35.6% | -7.9% |
| 3Y | +52.3% | +142.7% | -90.4% | +8.4% |
| All | +52.3% | +142.6% | -90.3% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling