-22.1%
AMAT vs ON
-35.5%
+13.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -11.6% | -2.0% | -6.7% |
| 7D | -24.3% | -16.3% | -8.0% | -15.6% |
| 30D | -39.8% | -27.0% | -12.8% | -27.7% |
| 3M | -40.2% | -18.1% | -22.1% | -33.1% |
| 6M | -22.1% | -38.6% | +16.5% | +0.3% |
| All | -22.1% | -35.5% | +13.4% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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