-22.1%
AMAT vs NDAQ
+18.6%
-40.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.6% | -11.0% | -15.6% |
| 7D | -24.3% | +1.2% | -25.5% | -23.4% |
| 30D | -39.8% | +15.8% | -55.6% | -31.2% |
| 3M | -40.2% | +13.4% | -53.5% | -33.1% |
| 6M | -22.1% | +20.9% | -43.0% | +2.1% |
| All | -22.1% | +18.6% | -40.7% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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