+27.4%
AMAT vs U
+109.1%
-81.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.4% |
| 7D | -1.5% | -3.8% | +2.3% | -1.3% |
| 30D | -14.8% | +17.5% | -32.2% | -15.8% |
| 3M | -9.3% | +38.7% | -48.0% | -10.2% |
| 6M | +27.4% | +104.4% | -77.0% | +17.2% |
| All | +27.4% | +109.1% | -81.7% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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