+143,155.1%
MSFT vs AMAT
+100,100.0%
+43,055.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -13.6% | +10.0% | +0.5% |
| 7D | +1.1% | -24.3% | +25.4% | +9.6% |
| 30D | +1.3% | -39.8% | +41.0% | +17.2% |
| 3M | +10.2% | -40.2% | +50.3% | +26.6% |
| 6M | +30.8% | -22.1% | +52.9% | +33.3% |
| YTD | +11.5% | +24.7% | -13.1% | -3.9% |
| 1Y | +6.5% | +33.3% | -26.7% | -10.4% |
| 3Y | +55.5% | +133.9% | -78.4% | +3.6% |
| 5Y | +66.2% | +117.1% | -50.9% | +10.3% |
| 10Y | +928.0% | +1,158.7% | -230.6% | +270.8% |
| All | +143,155.1% | +100,100.0% | +43,055.1% | +11,058.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling