+247.9%
SOXX vs AMAT
+243.0%
+4.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.5% |
| 7D | +1.4% | +0.4% | +1.0% | +1.0% |
| 30D | -3.6% | -16.6% | +13.1% | +9.5% |
| 3M | -10.2% | -17.3% | +7.2% | +0.5% |
| 6M | +54.2% | +30.3% | +23.9% | +23.0% |
| YTD | +75.2% | +78.3% | -3.1% | +9.3% |
| 1Y | +107.5% | +169.8% | -62.3% | -5.9% |
| 3Y | +226.8% | +218.5% | +8.2% | +24.1% |
| All | +247.9% | +243.0% | +4.9% | +19.0% |
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