-22.1%
AMAT vs MA
+31.3%
-53.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.5% | -11.1% | -16.2% |
| 7D | -24.3% | +3.2% | -27.5% | -21.0% |
| 30D | -39.8% | +15.9% | -55.7% | -26.9% |
| 3M | -40.2% | +15.2% | -55.3% | -27.3% |
| 6M | -22.1% | +32.4% | -54.5% | +26.7% |
| All | -22.1% | +31.3% | -53.4% | +26.7% |
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