+27.4%
AMAT vs ES
-2.8%
+30.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.0% |
| 7D | -1.5% | +0.3% | -1.8% | -1.3% |
| 30D | -14.8% | -2.0% | -12.8% | -15.7% |
| 3M | -9.3% | +1.7% | -10.9% | -8.8% |
| 6M | +27.4% | -3.5% | +30.9% | +24.9% |
| All | +27.4% | -2.8% | +30.2% | +24.9% |
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