-10.4%
AMAT vs SUNB
+7.1%
-17.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.6% |
| 7D | -14.7% | -7.9% | -6.8% | -10.8% |
| 30D | -36.1% | +3.0% | -39.1% | -36.6% |
| 3M | -36.9% | -4.4% | -32.5% | -35.4% |
| 6M | -22.2% | +2.0% | -24.2% | -22.8% |
| All | -10.4% | +7.1% | -17.5% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 5y: compounded portfolio wealth divided by compounded SUNB 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…
5y analysis · Full analysis span regression · 6 months rolling