+1,425.2%
AMAT vs T
+61.4%
+1,363.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +5.8% |
| 7D | +7.0% | +2.0% | +5.0% | +6.6% |
| 30D | -20.6% | -1.0% | -19.6% | -20.7% |
| 3M | -24.8% | -8.1% | -16.6% | -24.0% |
| 6M | -10.7% | -8.3% | -2.5% | -10.3% |
| YTD | +54.3% | -6.1% | +60.4% | +52.4% |
| 1Y | +73.7% | -7.4% | +81.1% | +72.1% |
| 3Y | +168.4% | +65.4% | +103.0% | +101.5% |
| 5Y | +167.6% | +57.6% | +109.9% | +96.8% |
| 10Y | +1,425.2% | +61.4% | +1,363.8% | +1,089.0% |
| All | +1,425.2% | +61.4% | +1,363.8% | +1,089.0% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 10y: compounded portfolio wealth divided by compounded T 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…
10y analysis · Full analysis span regression · 6 months rolling