+57.3%
SOXX vs AMAT
+47.9%
+9.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.3% | -1.1% |
| 7D | +5.6% | +7.0% | -1.4% | +0.7% |
| 30D | -2.7% | -12.2% | +9.5% | +6.0% |
| 3M | -7.5% | -3.8% | -3.7% | -8.5% |
| All | +57.3% | +47.9% | +9.4% | +18.3% |
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