-22.1%
AMAT vs FIVE
+3.9%
-26.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.3% | -9.3% | -13.0% |
| 7D | -24.3% | -1.7% | -22.6% | -23.9% |
| 30D | -39.8% | +14.9% | -54.7% | -40.2% |
| 3M | -40.2% | +7.6% | -47.8% | -40.4% |
| 6M | -22.1% | +6.4% | -28.5% | -21.0% |
| All | -22.1% | +3.9% | -26.0% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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