-5.4%
AMAT vs ALLE
+43.7%
-49.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.0% | -3.1% |
| 7D | -11.2% | +6.7% | -17.9% | -10.6% |
| 30D | -31.9% | +25.4% | -57.3% | -30.7% |
| 3M | -32.3% | +16.9% | -49.3% | -30.3% |
| 6M | -5.4% | +46.6% | -52.0% | -8.3% |
| All | -5.4% | +43.7% | -49.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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