-40.2%
AMAT vs C
-13.3%
-26.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.0% | -8.5% | -9.4% |
| 7D | -24.3% | -5.3% | -19.0% | -20.4% |
| 30D | -39.8% | -7.3% | -32.5% | -35.7% |
| 3M | -40.2% | -13.5% | -26.7% | -34.8% |
| All | -40.2% | -13.3% | -26.9% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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