+54.7%
MSFT vs AMAT
+161.8%
-107.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.4% | -8.6% | +1.3% |
| 7D | +7.5% | -1.1% | +8.6% | +7.4% |
| 30D | +1.9% | -26.9% | +28.8% | +5.5% |
| 3M | +9.2% | -31.2% | +40.4% | +13.7% |
| 6M | +31.9% | -14.7% | +46.6% | +28.8% |
| YTD | +13.4% | +44.7% | -31.3% | -1.8% |
| 1Y | +10.6% | +62.0% | -51.3% | -6.9% |
| 3Y | +54.7% | +165.0% | -110.3% | +9.7% |
| All | +54.7% | +161.8% | -107.1% | +9.7% |
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