-36.9%
AMAT vs BR
+18.4%
-55.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +2.1% |
| 7D | -14.7% | +6.5% | -21.2% | -8.2% |
| 30D | -36.1% | +18.9% | -55.0% | -23.4% |
| 3M | -36.9% | +16.3% | -53.1% | -26.2% |
| All | -36.9% | +18.4% | -55.2% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3mo: compounded portfolio wealth divided by compounded BR 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…
3mo analysis · Full analysis span regression · Available span rolling