+73.5%
MSFT vs AMAT
+246.8%
-173.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.4% | -3.1% |
| 7D | -2.7% | -1.5% | -1.2% | -2.4% |
| 30D | +2.7% | -14.8% | +17.5% | +6.4% |
| 3M | +17.0% | -9.3% | +26.2% | +15.0% |
| 6M | +23.8% | +27.4% | -3.6% | +8.5% |
| YTD | +4.0% | +77.6% | -73.6% | -19.2% |
| 1Y | -0.8% | +188.9% | -189.8% | -35.8% |
| 3Y | +55.6% | +202.3% | -146.7% | -8.9% |
| All | +73.5% | +246.8% | -173.4% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling