+52.5%
SOXX vs AMAT
+60.5%
-8.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.1% | -0.9% |
| 7D | -13.7% | -11.2% | -2.5% | -6.4% |
| 30D | -23.6% | -31.9% | +8.3% | -1.6% |
| 3M | -16.9% | -32.3% | +15.5% | +6.9% |
| 6M | -2.4% | -5.4% | +3.0% | -1.3% |
| YTD | +49.8% | +44.3% | +5.6% | +13.8% |
| 1Y | +52.5% | +61.4% | -8.8% | +6.9% |
| All | +52.5% | +60.5% | -8.0% | +6.9% |
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