+62.4%
MSFT vs AMAT
+146.0%
-83.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.8% |
| 7D | -1.3% | +11.4% | -12.6% | -3.9% |
| 30D | -1.8% | -17.0% | +15.2% | +1.8% |
| 3M | +5.6% | -30.6% | +36.2% | +13.7% |
| 6M | +29.8% | -14.9% | +44.8% | +26.7% |
| YTD | +9.0% | +44.7% | -35.7% | -12.2% |
| 1Y | +4.9% | +66.9% | -61.9% | -19.8% |
| 3Y | +46.2% | +153.3% | -107.1% | -12.4% |
| All | +62.4% | +146.0% | -83.6% | -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 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