+38.0%
MU vs AMAT
-4.4%
+42.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.3% | -3.7% | -3.7% |
| 7D | -19.1% | -11.2% | -7.9% | -8.9% |
| 30D | -25.2% | -31.9% | +6.6% | +9.9% |
| 3M | -10.9% | -32.3% | +21.4% | +30.6% |
| 6M | +38.0% | -5.4% | +43.4% | +25.6% |
| All | +38.0% | -4.4% | +42.4% | +25.6% |
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