+113.9%
SOXX vs AMAT
+193.2%
-79.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.8% | +0.7% |
| 7D | +2.2% | -1.5% | +3.7% | +3.2% |
| 30D | -2.0% | -14.8% | +12.8% | +8.5% |
| 3M | -13.7% | -9.3% | -4.4% | -9.8% |
| 6M | +52.4% | +27.4% | +25.0% | +27.6% |
| YTD | +72.8% | +77.6% | -4.8% | +16.9% |
| 1Y | +113.9% | +188.9% | -75.0% | +19.0% |
| All | +113.9% | +193.2% | -79.3% | +19.0% |
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