+27.4%
AMAT vs S
+49.9%
-22.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.3% |
| 7D | -1.5% | -7.7% | +6.2% | -2.0% |
| 30D | -14.8% | -5.3% | -9.5% | -14.7% |
| 3M | -9.3% | +20.3% | -29.5% | -5.4% |
| 6M | +27.4% | +47.4% | -20.0% | +36.4% |
| All | +27.4% | +49.9% | -22.5% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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