-10.7%
AMAT vs AHR
+16.6%
-27.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.3% | +5.9% |
| 7D | +7.0% | +5.1% | +1.9% | +10.0% |
| 30D | -20.6% | +12.8% | -33.4% | -13.7% |
| 3M | -24.8% | +13.0% | -37.7% | -17.6% |
| 6M | -10.7% | +18.7% | -29.4% | +4.3% |
| All | -10.7% | +16.6% | -27.3% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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