-22.1%
AMAT vs MAR
+20.6%
-42.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.8% | -11.8% | -13.9% |
| 7D | -24.3% | +4.4% | -28.7% | -23.3% |
| 30D | -39.8% | +15.5% | -55.3% | -37.3% |
| 3M | -40.2% | +15.7% | -55.9% | -38.0% |
| 6M | -22.1% | +18.2% | -40.3% | -22.9% |
| All | -22.1% | +20.6% | -42.7% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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