+1,007.3%
SMH vs AMAT
+907.5%
+99.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +0.7% |
| 7D | -11.2% | -14.7% | +3.5% | -0.9% |
| 30D | -25.8% | -36.1% | +10.3% | +0.9% |
| 3M | -18.8% | -36.9% | +18.0% | +10.2% |
| 6M | -15.6% | -22.2% | +6.6% | -4.4% |
| YTD | +28.8% | +29.9% | -1.1% | -0.2% |
| 1Y | +32.6% | +43.3% | -10.7% | -4.4% |
| 3Y | +213.6% | +142.7% | +71.0% | +49.5% |
| 5Y | +222.4% | +126.2% | +96.2% | +57.1% |
| 10Y | +1,429.6% | +1,211.7% | +217.9% | +86.8% |
| All | +1,007.3% | +907.5% | +99.7% | +19.1% |
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