-5.4%
AMAT vs IP
+12.9%
-18.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.5% |
| 7D | -11.2% | +3.4% | -14.6% | -11.9% |
| 30D | -31.9% | +11.2% | -43.1% | -33.4% |
| 3M | -32.3% | -14.8% | -17.6% | -29.4% |
| 6M | -5.4% | +17.3% | -22.7% | -15.8% |
| All | -5.4% | +12.9% | -18.3% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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