-5.4%
AMAT vs IR
+8.6%
-14.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.0% |
| 7D | -11.2% | +11.6% | -22.8% | -17.5% |
| 30D | -31.9% | +7.2% | -39.0% | -34.8% |
| 3M | -32.3% | -5.9% | -26.5% | -29.4% |
| 6M | -5.4% | +11.5% | -16.9% | -12.1% |
| All | -5.4% | +8.6% | -14.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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