-22.1%
AMAT vs IR
+7.2%
-29.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -11.7% |
| 7D | -24.3% | +2.3% | -26.6% | -25.1% |
| 30D | -39.8% | +3.3% | -43.1% | -40.8% |
| 3M | -40.2% | -9.0% | -31.1% | -36.0% |
| 6M | -22.1% | +8.0% | -30.1% | -26.3% |
| All | -22.1% | +7.2% | -29.3% | -26.3% |
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