-10.7%
AMAT vs SNDQ
-69.8%
+59.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -27.1% | +33.1% | -0.6% |
| 7D | +7.0% | -9.0% | +15.9% | +9.4% |
| 30D | -20.6% | +57.3% | -77.9% | -4.3% |
| 3M | -24.8% | -17.3% | -7.5% | -18.0% |
| 6M | -10.7% | -71.3% | +60.6% | +3.9% |
| All | -10.7% | -69.8% | +59.1% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 SNDQ 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 · 6 months rolling