-5.4%
AMAT vs AS
-8.6%
+3.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.1% | -8.4% | -3.3% |
| 7D | -11.2% | +13.8% | -25.0% | -11.5% |
| 30D | -31.9% | +16.7% | -48.6% | -32.3% |
| 3M | -32.3% | -11.5% | -20.8% | -32.3% |
| 6M | -5.4% | -5.5% | +0.1% | -7.5% |
| All | -5.4% | -8.6% | +3.2% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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