-5.4%
AMAT vs MA
+36.3%
-41.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | +1.6% |
| 7D | -11.2% | +10.2% | -21.4% | +0.5% |
| 30D | -31.9% | +19.3% | -51.2% | -14.0% |
| 3M | -32.3% | +18.0% | -50.3% | -15.1% |
| 6M | -5.4% | +33.7% | -39.1% | +54.5% |
| All | -5.4% | +36.3% | -41.7% | +54.5% |
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