+73.7%
AMAT vs T
-6.4%
+80.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +7.0% |
| 7D | +7.0% | +2.0% | +5.0% | +8.2% |
| 30D | -20.6% | -1.0% | -19.6% | -20.2% |
| 3M | -24.8% | -8.1% | -16.6% | -27.4% |
| 6M | -10.7% | -8.3% | -2.5% | -10.3% |
| YTD | +54.3% | -6.1% | +60.4% | +54.8% |
| 1Y | +73.7% | -7.4% | +81.1% | +74.4% |
| All | +73.7% | -6.4% | +80.2% | +74.4% |
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 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