+27.4%
AMAT vs MA
+10.9%
+16.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +3.4% |
| 7D | -1.5% | -2.7% | +1.2% | -3.7% |
| 30D | -14.8% | +1.5% | -16.3% | -13.3% |
| 3M | -9.3% | +20.4% | -29.7% | +7.8% |
| 6M | +27.4% | +11.1% | +16.3% | +48.3% |
| All | +27.4% | +10.9% | +16.5% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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