+1.8%
SPY vs AMAT
-20.9%
+22.7%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.6% | +9.2% | -2.9% |
| 7D | -4.7% | -24.3% | +19.6% | -2.0% |
| 30D | -5.9% | -39.8% | +33.9% | -1.2% |
| 3M | -4.5% | -40.2% | +35.6% | +0.2% |
| 6M | +1.8% | -22.1% | +23.9% | +2.1% |
| All | +1.8% | -20.9% | +22.7% | +2.1% |
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