-40.2%
AMAT vs SM
-4.2%
-36.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.6% | -9.0% | -13.5% |
| 7D | -24.3% | -25.1% | +0.9% | -25.5% |
| 30D | -39.8% | -15.6% | -24.2% | -39.3% |
| 3M | -40.2% | +2.7% | -42.9% | -40.1% |
| All | -40.2% | -4.2% | -36.0% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3mo: compounded portfolio wealth divided by compounded SM 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…
3mo analysis · Full analysis span regression · Available span rolling