+203.0%
AMAT vs T
+105.3%
+97.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.3% | +3.3% |
| 7D | -1.5% | -1.3% | -0.2% | -2.1% |
| 30D | -14.8% | +11.4% | -26.2% | -9.8% |
| 3M | -9.3% | +14.3% | -23.6% | -1.5% |
| 6M | +27.4% | -9.3% | +36.7% | +26.7% |
| YTD | +77.6% | +7.1% | +70.5% | +88.9% |
| 1Y | +188.9% | -9.1% | +198.0% | +192.0% |
| All | +203.0% | +105.3% | +97.7% | +324.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling