+64.1%
MSFT vs AMAT
+123.9%
-59.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -2.0% |
| 7D | +1.7% | -14.7% | +16.4% | +5.2% |
| 30D | +0.2% | -36.1% | +36.3% | +10.6% |
| 3M | +6.4% | -36.9% | +43.2% | +17.1% |
| 6M | +28.7% | -22.2% | +50.9% | +28.2% |
| YTD | +10.4% | +29.9% | -19.5% | -8.6% |
| 1Y | +7.6% | +43.3% | -35.6% | -14.1% |
| 3Y | +52.3% | +142.7% | -90.4% | -8.9% |
| All | +64.1% | +123.9% | -59.9% | -6.8% |
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