+27.4%
AMAT vs STM
+62.8%
-35.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.1% |
| 7D | -1.5% | +5.8% | -7.3% | -5.1% |
| 30D | -14.8% | -1.0% | -13.8% | -14.4% |
| 3M | -9.3% | -33.3% | +24.0% | +15.3% |
| 6M | +27.4% | +57.4% | -30.0% | -2.7% |
| All | +27.4% | +62.8% | -35.4% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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