+3.4%
META vs AMAT
-4.4%
+7.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.4% |
| 7D | +2.9% | -11.2% | +14.1% | +2.6% |
| 30D | -15.1% | -31.9% | +16.8% | -16.6% |
| 3M | +7.2% | -32.3% | +39.6% | +5.4% |
| 6M | +3.4% | -5.4% | +8.8% | +2.3% |
| All | +3.4% | -4.4% | +7.8% | +2.3% |
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