-51.7%
ORCL vs AMAT
+39.0%
-90.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -0.4% |
| 7D | -11.2% | -14.7% | +3.6% | -7.1% |
| 30D | -18.8% | -36.1% | +17.3% | -9.0% |
| 3M | -18.8% | -36.9% | +18.1% | -9.0% |
| 6M | -39.7% | -22.2% | -17.5% | -37.9% |
| YTD | -39.6% | +29.9% | -69.6% | -52.3% |
| 1Y | -51.7% | +43.3% | -95.0% | -63.6% |
| All | -51.7% | +39.0% | -90.7% | -63.6% |
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 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