-11.4%
AMAT vs EQT
-6.8%
-4.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.7% |
| 7D | +19.3% | +3.4% | +15.9% | +20.3% |
| 30D | -17.9% | -3.5% | -14.4% | -19.3% |
| 3M | -30.4% | -2.8% | -27.6% | -31.4% |
| 6M | -11.4% | -5.5% | -5.9% | -14.5% |
| All | -11.4% | -6.8% | -4.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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