+61.4%
AMAT vs SE
-48.0%
+109.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.5% | -7.7% | -3.9% |
| 7D | -11.2% | +6.7% | -17.9% | -12.0% |
| 30D | -31.9% | -17.2% | -14.7% | -30.3% |
| 3M | -32.3% | -28.0% | -4.3% | -29.9% |
| 6M | -5.4% | -6.1% | +0.7% | -8.5% |
| YTD | +44.3% | -37.1% | +81.4% | +64.6% |
| 1Y | +61.4% | -48.8% | +110.1% | +104.3% |
| All | +61.4% | -48.0% | +109.4% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling