-37.7%
AMAT vs SKUU
-57.3%
+19.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SKUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.7% | +6.0% | -0.2% |
| 7D | +11.4% | +5.2% | +6.1% | +9.3% |
| 30D | -17.0% | -27.4% | +10.4% | -11.5% |
| 3M | -30.6% | -47.2% | +16.6% | -21.6% |
| All | -37.7% | -57.3% | +19.6% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SKUU.
Daily Out/Under-Performance
Portfolio return minus SKUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKUU 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 SKUU 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 · Available span rolling