-5.4%
AMAT vs AMC
+141.1%
-146.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.3% | -10.6% | -3.6% |
| 7D | -11.2% | +17.7% | -28.9% | -11.9% |
| 30D | -31.9% | +26.2% | -58.0% | -32.6% |
| 3M | -32.3% | +31.3% | -63.7% | -33.5% |
| 6M | -5.4% | +142.8% | -148.2% | -13.1% |
| All | -5.4% | +141.1% | -146.5% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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