+0.7%
SPY vs AMAT
-20.8%
+21.5%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -0.2% |
| 7D | -2.7% | -14.7% | +12.0% | -1.1% |
| 30D | -5.4% | -36.1% | +30.7% | -1.4% |
| 3M | -4.1% | -36.9% | +32.8% | 0.0% |
| 6M | +0.7% | -22.2% | +22.9% | +1.3% |
| All | +0.7% | -20.8% | +21.5% | +1.3% |
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