-40.2%
AMAT vs SMR
-53.6%
+13.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -14.8% | +1.2% | -10.2% |
| 7D | -24.3% | -26.2% | +1.9% | -19.7% |
| 30D | -39.8% | -45.5% | +5.7% | -34.6% |
| 3M | -40.2% | -53.4% | +13.2% | -34.8% |
| All | -40.2% | -53.6% | +13.4% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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