+27.4%
AMAT vs P
+59.3%
-32.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.7% |
| 7D | -1.5% | +6.5% | -8.0% | -4.2% |
| 30D | -14.8% | +18.8% | -33.6% | -23.7% |
| 3M | -9.3% | +26.7% | -36.0% | -22.5% |
| 6M | +27.4% | +62.2% | -34.8% | -6.5% |
| All | +27.4% | +59.3% | -32.0% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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