+34.5%
ORCL vs AMAT
+153.4%
-118.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -6.5% | -2.5% | -4.0% | -6.0% |
| 30D | -16.6% | -26.5% | +10.0% | -8.3% |
| 3M | -21.6% | -28.6% | +7.0% | -13.3% |
| 6M | -39.4% | -14.2% | -25.1% | -38.8% |
| YTD | -38.7% | +45.5% | -84.1% | -49.5% |
| 1Y | -50.4% | +59.3% | -109.7% | -60.4% |
| 3Y | +8.1% | +153.1% | -145.0% | -29.4% |
| 5Y | +34.5% | +158.2% | -123.6% | -17.2% |
| All | +34.5% | +153.4% | -118.8% | -17.2% |
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