+18.0%
QQQ vs AMAT
+26.9%
-8.9%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.9% |
| 7D | +0.4% | -1.5% | +1.9% | +0.7% |
| 30D | +0.2% | -14.8% | +15.0% | +4.0% |
| 3M | -2.8% | -9.3% | +6.5% | -2.8% |
| 6M | +18.0% | +27.4% | -9.4% | +6.6% |
| All | +18.0% | +26.9% | -8.9% | +6.6% |
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