+27.4%
AMAT vs MO
+3.6%
+23.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +3.4% |
| 7D | -1.5% | +0.3% | -1.8% | -1.1% |
| 30D | -14.8% | +0.6% | -15.4% | -13.7% |
| 3M | -9.3% | -1.0% | -8.3% | -9.5% |
| 6M | +27.4% | +4.3% | +23.0% | +27.7% |
| All | +27.4% | +3.6% | +23.8% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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