-22.1%
AMAT vs A
+49.4%
-71.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.0% | -10.5% | -12.9% |
| 7D | -24.3% | -5.2% | -19.1% | -23.5% |
| 30D | -39.8% | +1.4% | -41.2% | -39.4% |
| 3M | -40.2% | +21.9% | -62.1% | -40.2% |
| 6M | -22.1% | +46.7% | -68.8% | -21.5% |
| All | -22.1% | +49.4% | -71.5% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 6mo: compounded portfolio wealth divided by compounded A 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…
6mo analysis · Full analysis span regression · 6 months rolling