+166.7%
SOXX vs AMAT
+146.0%
+20.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -0.9% | -1.7% |
| 7D | +9.4% | +11.4% | -2.0% | +0.9% |
| 30D | -13.8% | -17.0% | +3.3% | -1.4% |
| 3M | -18.6% | -30.6% | +12.0% | +4.9% |
| 6M | -15.1% | -14.9% | -0.2% | -8.1% |
| YTD | +49.0% | +44.7% | +4.3% | +7.0% |
| 1Y | +55.3% | +66.9% | -11.6% | -0.1% |
| 3Y | +179.0% | +153.3% | +25.7% | +23.5% |
| All | +166.7% | +146.0% | +20.7% | +12.1% |
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 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