-22.1%
AMAT vs STX
-38.1%
+16.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -16.3% | +2.7% | -3.4% |
| 7D | -24.3% | -33.4% | +9.1% | -3.0% |
| 30D | -39.8% | -42.1% | +2.3% | -16.3% |
| 3M | -40.2% | -44.3% | +4.1% | -18.2% |
| 6M | -22.1% | -39.4% | +17.3% | +3.4% |
| All | -22.1% | -38.1% | +16.0% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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