-22.2%
AMAT vs SO
-1.7%
-20.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +2.9% |
| 7D | -14.7% | -1.5% | -13.2% | -16.2% |
| 30D | -36.1% | +8.1% | -44.2% | -29.8% |
| 3M | -36.9% | +0.2% | -37.1% | -36.9% |
| 6M | -22.2% | +0.4% | -22.6% | -21.3% |
| All | -22.2% | -1.7% | -20.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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