-5.4%
AMAT vs M
+33.2%
-38.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.6% | -10.9% | -4.8% |
| 7D | -11.2% | +8.3% | -19.5% | -12.6% |
| 30D | -31.9% | +14.2% | -46.1% | -34.0% |
| 3M | -32.3% | -1.1% | -31.2% | -31.5% |
| 6M | -5.4% | +36.6% | -42.0% | -16.9% |
| All | -5.4% | +33.2% | -38.6% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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