+59.3%
AMAT vs T
-7.1%
+66.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +1.0% |
| 7D | -2.5% | +2.6% | -5.0% | -0.7% |
| 30D | -26.5% | -1.1% | -25.4% | -26.1% |
| 3M | -28.6% | -7.7% | -20.8% | -30.8% |
| 6M | -14.2% | -10.6% | -3.6% | -15.2% |
| YTD | +45.5% | -7.5% | +52.9% | +44.7% |
| 1Y | +59.3% | -7.4% | +66.8% | +59.9% |
| All | +59.3% | -7.1% | +66.4% | +59.9% |
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