+43.4%
SMH vs AMAT
+60.5%
-17.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.5% | -0.9% |
| 7D | -11.2% | -11.2% | 0.0% | -4.9% |
| 30D | -20.4% | -31.9% | +11.4% | -1.4% |
| 3M | -12.4% | -32.3% | +19.9% | +8.4% |
| 6M | -0.5% | -5.4% | +4.9% | -1.4% |
| YTD | +40.0% | +44.3% | -4.2% | +6.8% |
| 1Y | +43.4% | +61.4% | -18.0% | +2.0% |
| All | +43.4% | +60.5% | -17.1% | +2.0% |
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