-28.0%
ORCL vs AMAT
+193.2%
-221.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +2.0% |
| 7D | +5.3% | -1.5% | +6.8% | +5.7% |
| 30D | +10.0% | -14.8% | +24.8% | +14.3% |
| 3M | -32.6% | -9.3% | -23.3% | -32.7% |
| 6M | +4.9% | +27.4% | -22.5% | -7.4% |
| YTD | -17.8% | +77.6% | -95.3% | -38.7% |
| 1Y | -28.0% | +188.9% | -216.9% | -45.5% |
| All | -28.0% | +193.2% | -221.2% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling