-15.1%
SOXX vs AMAT
-14.8%
-0.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -0.9% | -1.8% |
| 7D | +9.4% | +11.4% | -2.0% | +1.3% |
| 30D | -13.8% | -17.0% | +3.3% | -2.4% |
| 3M | -18.6% | -30.6% | +12.0% | +3.0% |
| 6M | -15.1% | -14.9% | -0.2% | -13.6% |
| All | -15.1% | -14.8% | -0.3% | -13.6% |
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