-32.1%
BE vs AMAT
-8.4%
-23.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.3% | -3.1% | -3.5% |
| 7D | -12.1% | -11.2% | -0.9% | -2.3% |
| 30D | -30.1% | -31.9% | +1.8% | -2.6% |
| 3M | -12.1% | -32.3% | +20.2% | +23.4% |
| All | -32.1% | -8.4% | -23.7% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMAT.
Daily Out/Under-Performance
Portfolio return minus AMAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMAT 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 AMAT 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