+1,524.2%
SMH vs AMAT
+1,341.6%
+182.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.5% | +1.3% |
| 7D | +12.1% | +19.3% | -7.3% | -0.6% |
| 30D | -14.7% | -17.9% | +3.3% | -3.3% |
| 3M | -14.2% | -30.4% | +16.2% | +7.3% |
| 6M | -10.6% | -11.4% | +0.8% | -7.8% |
| YTD | +39.3% | +48.8% | -9.4% | -0.6% |
| 1Y | +41.6% | +66.0% | -24.5% | -6.4% |
| 3Y | +223.4% | +158.8% | +64.5% | +52.4% |
| 5Y | +243.5% | +153.2% | +90.3% | +59.2% |
| All | +1,524.2% | +1,341.6% | +182.5% | +128.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling