-40.2%
AMAT vs PM
+7.0%
-47.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.6% | -8.9% | -14.6% |
| 7D | -24.3% | -3.4% | -20.9% | -24.4% |
| 30D | -39.8% | +5.8% | -45.6% | -34.6% |
| 3M | -40.2% | +6.7% | -46.8% | -34.4% |
| All | -40.2% | +7.0% | -47.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 3mo: compounded portfolio wealth divided by compounded PM 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…
3mo analysis · Full analysis span regression · Available span rolling