+67.9%
MSFT vs AMAT
+153.4%
-85.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | +2.3% | -2.5% | +4.8% | +2.6% |
| 30D | -0.4% | -26.5% | +26.2% | +6.4% |
| 3M | +5.6% | -28.6% | +34.1% | +12.8% |
| 6M | +29.0% | -14.2% | +43.2% | +25.7% |
| YTD | +10.9% | +45.5% | -34.5% | -10.6% |
| 1Y | +6.2% | +59.3% | -53.1% | -17.4% |
| 3Y | +47.6% | +153.1% | -105.5% | -11.3% |
| 5Y | +67.9% | +158.2% | -90.2% | -7.6% |
| All | +67.9% | +153.4% | -85.4% | -7.6% |
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