-25.4%
NFLX vs AMAT
-20.9%
-4.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -13.6% | +12.3% | -3.5% |
| 7D | +5.7% | -24.3% | +29.9% | +0.8% |
| 30D | -4.6% | -39.8% | +35.2% | -12.3% |
| 3M | -11.6% | -40.2% | +28.5% | -18.1% |
| 6M | -25.4% | -22.1% | -3.3% | -26.3% |
| All | -25.4% | -20.9% | -4.5% | -26.3% |
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