+66.9%
AMAT vs T
-9.4%
+76.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +11.4% | +2.5% | +8.8% | +13.1% |
| 30D | -17.0% | -3.8% | -13.3% | -18.4% |
| 3M | -30.6% | -8.7% | -21.9% | -33.5% |
| 6M | -14.9% | -8.1% | -6.8% | -14.5% |
| YTD | +44.7% | -6.4% | +51.1% | +44.4% |
| 1Y | +66.9% | -9.8% | +76.6% | +61.6% |
| All | +66.9% | -9.4% | +76.3% | +61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling