-28.1%
GOOG vs AMAT
-20.8%
-7.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +0.7% |
| 7D | +2.1% | -14.7% | +16.8% | +2.2% |
| 30D | -18.3% | -36.1% | +17.8% | -18.1% |
| 3M | -20.3% | -36.9% | +16.5% | -20.1% |
| 6M | -28.1% | -22.2% | -5.9% | -27.0% |
| All | -28.1% | -20.8% | -7.3% | -27.0% |
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