-37.4%
ORCL vs AMAT
-20.9%
-16.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -13.6% | +6.6% | -3.0% |
| 7D | -17.5% | -24.3% | +6.8% | -10.9% |
| 30D | -20.2% | -39.8% | +19.6% | -9.6% |
| 3M | -19.9% | -40.2% | +20.2% | -9.6% |
| 6M | -37.4% | -22.1% | -15.3% | -33.8% |
| All | -37.4% | -20.9% | -16.6% | -33.8% |
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