+229.8%
SOXX vs AMAT
+220.0%
+9.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.3% |
| 7D | +6.1% | +6.9% | -0.8% | +1.2% |
| 30D | +0.5% | -10.1% | +10.6% | +7.8% |
| 3M | -5.3% | -6.0% | +0.7% | -3.6% |
| 6M | +58.3% | +38.6% | +19.7% | +22.1% |
| YTD | +76.8% | +83.1% | -6.2% | +10.2% |
| 1Y | +114.6% | +188.3% | -73.7% | -4.8% |
| All | +229.8% | +220.0% | +9.8% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling