-22.2%
AMAT vs BG
-22.2%
0.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.3% |
| 7D | -14.7% | +2.5% | -17.3% | -14.2% |
| 30D | -36.1% | -6.1% | -30.0% | -36.5% |
| 3M | -36.9% | -8.5% | -28.3% | -37.5% |
| 6M | -22.2% | -20.4% | -1.8% | -21.4% |
| All | -22.2% | -22.2% | 0.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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