+1,469.9%
SMH vs AMAT
+1,305.6%
+164.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.4% | -6.3% | -2.4% |
| 7D | -4.1% | -1.1% | -3.0% | -3.7% |
| 30D | -19.2% | -26.9% | +7.7% | -1.4% |
| 3M | -16.4% | -31.2% | +14.8% | +5.4% |
| 6M | -14.0% | -14.7% | +0.7% | -8.9% |
| YTD | +35.3% | +44.7% | -9.4% | -1.6% |
| 1Y | +40.4% | +62.0% | -21.5% | -5.6% |
| 3Y | +226.8% | +165.0% | +61.9% | +51.7% |
| 5Y | +232.3% | +147.1% | +85.2% | +56.6% |
| 10Y | +1,469.9% | +1,315.3% | +154.7% | +123.9% |
| All | +1,469.9% | +1,305.6% | +164.3% | +123.9% |
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