+43.3%
AMAT vs SE
-52.2%
+95.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -14.7% | +2.0% | -16.7% | -14.8% |
| 30D | -36.1% | -20.0% | -16.1% | -34.2% |
| 3M | -36.9% | -31.8% | -5.1% | -34.0% |
| 6M | -22.2% | -15.9% | -6.3% | -22.5% |
| YTD | +29.9% | -40.6% | +70.6% | +49.0% |
| 1Y | +43.3% | -50.7% | +93.9% | +79.0% |
| All | +43.3% | -52.2% | +95.4% | +79.0% |
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