-22.1%
AMAT vs ES
+5.8%
-27.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +2.1% | -15.6% | -11.5% |
| 7D | -24.3% | +5.9% | -30.2% | -19.8% |
| 30D | -39.8% | +10.2% | -50.0% | -33.8% |
| 3M | -40.2% | +0.4% | -40.6% | -39.2% |
| 6M | -22.1% | +6.9% | -29.0% | -17.3% |
| All | -22.1% | +5.8% | -27.9% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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