+103.7%
SOXX vs AMAT
+178.4%
-74.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.4% | -0.6% |
| 7D | +3.0% | +4.2% | -1.1% | +0.2% |
| 30D | -3.1% | -13.5% | +10.4% | +6.2% |
| 3M | -4.4% | -8.6% | +4.2% | -0.8% |
| 6M | +52.9% | +31.6% | +21.3% | +25.3% |
| YTD | +72.0% | +77.3% | -5.3% | +15.5% |
| All | +103.7% | +178.4% | -74.7% | +11.2% |
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 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