+27.4%
AMAT vs PAAS
-18.3%
+45.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +5.3% |
| 7D | -1.5% | -2.9% | +1.4% | -0.4% |
| 30D | -14.8% | +6.8% | -21.6% | -17.7% |
| 3M | -9.3% | -2.9% | -6.4% | -9.8% |
| 6M | +27.4% | -16.4% | +43.8% | +31.3% |
| All | +27.4% | -18.3% | +45.7% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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