+2,514.3%
SOXX vs AMAT
+2,623.0%
-108.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.8% | +0.5% |
| 7D | +2.2% | -1.5% | +3.7% | +3.3% |
| 30D | -2.0% | -14.8% | +12.8% | +9.1% |
| 3M | -13.7% | -9.3% | -4.4% | -9.7% |
| 6M | +52.4% | +27.4% | +25.0% | +25.2% |
| YTD | +72.8% | +77.6% | -4.8% | +11.2% |
| 1Y | +113.9% | +188.9% | -75.0% | -3.0% |
| 3Y | +210.7% | +202.3% | +8.5% | +32.4% |
| 5Y | +244.6% | +248.9% | -4.3% | +29.6% |
| 10Y | +1,468.0% | +1,585.2% | -117.2% | +73.3% |
| All | +2,514.3% | +2,623.0% | -108.6% | +54.9% |
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 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