-22.2%
AMAT vs SPXU
-2.4%
-19.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +5.0% | +3.4% |
| 7D | -14.7% | +7.6% | -22.3% | -6.4% |
| 30D | -36.1% | +17.5% | -53.6% | -21.8% |
| 3M | -36.9% | +14.7% | -51.5% | -24.3% |
| 6M | -22.2% | -0.1% | -22.1% | -17.0% |
| All | -22.2% | -2.4% | -19.8% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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