-22.2%
AMAT vs STX
-39.9%
+17.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +5.0% |
| 7D | -14.7% | -28.5% | +13.8% | +4.5% |
| 30D | -36.1% | -42.9% | +6.8% | -10.5% |
| 3M | -36.9% | -45.9% | +9.1% | -11.9% |
| 6M | -22.2% | -41.3% | +19.1% | +5.3% |
| All | -22.2% | -39.9% | +17.8% | +5.3% |
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