+2,153.9%
SOXX vs AMAT
+2,118.7%
+35.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -0.9% | -1.7% |
| 7D | +9.4% | +11.4% | -2.0% | +1.2% |
| 30D | -13.8% | -17.0% | +3.3% | -1.8% |
| 3M | -18.6% | -30.6% | +12.0% | +4.1% |
| 6M | -15.1% | -14.9% | -0.2% | -7.7% |
| YTD | +49.0% | +44.7% | +4.3% | +9.9% |
| 1Y | +55.3% | +66.9% | -11.6% | +3.4% |
| 3Y | +179.0% | +153.3% | +25.7% | +33.8% |
| 5Y | +166.5% | +146.2% | +20.3% | +27.4% |
| 10Y | +1,203.0% | +1,330.3% | -127.3% | +60.5% |
| All | +2,153.9% | +2,118.7% | +35.2% | +53.1% |
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