+1,162.1%
AMAT vs T
+55.6%
+1,106.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | -14.7% | +1.0% | -15.7% | -14.9% |
| 30D | -36.1% | -10.6% | -25.5% | -35.0% |
| 3M | -36.9% | -7.7% | -29.1% | -36.4% |
| 6M | -22.2% | -13.3% | -8.9% | -20.8% |
| YTD | +29.9% | -8.8% | +38.7% | +29.0% |
| 1Y | +43.3% | -8.4% | +51.7% | +41.8% |
| 3Y | +142.7% | +59.6% | +83.0% | +83.5% |
| 5Y | +126.2% | +52.1% | +74.1% | +67.8% |
| All | +1,162.1% | +55.6% | +1,106.5% | +866.4% |
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