+42.1%
SMH vs AMAT
+26.9%
+15.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +0.1% |
| 7D | +2.5% | -1.5% | +4.0% | +3.4% |
| 30D | -0.5% | -14.8% | +14.3% | +8.8% |
| 3M | -9.6% | -9.3% | -0.4% | -7.7% |
| 6M | +42.1% | +27.4% | +14.7% | +16.2% |
| All | +42.1% | +26.9% | +15.2% | +16.2% |
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