-22.1%
AMAT vs REPL
+562.9%
-585.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.2% | -10.3% | -13.4% |
| 7D | -24.3% | +15.1% | -39.4% | -24.7% |
| 30D | -39.8% | +51.1% | -90.9% | -40.9% |
| 3M | -40.2% | +69.2% | -109.4% | -41.5% |
| 6M | -22.1% | +597.6% | -619.7% | -26.1% |
| All | -22.1% | +562.9% | -585.0% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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