+27.4%
AMAT vs W
+29.5%
-2.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.7% |
| 7D | -1.5% | -4.2% | +2.7% | -0.5% |
| 30D | -14.8% | -7.6% | -7.2% | -13.3% |
| 3M | -9.3% | +37.2% | -46.4% | -19.5% |
| 6M | +27.4% | +26.3% | +1.1% | +15.8% |
| All | +27.4% | +29.5% | -2.1% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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