+117.1%
AMAT vs T
+55.0%
+62.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | 0.0% | -13.5% | -13.6% |
| 7D | -24.3% | +4.3% | -28.6% | -23.6% |
| 30D | -39.8% | -9.7% | -30.1% | -40.6% |
| 3M | -40.2% | -4.3% | -35.9% | -40.4% |
| 6M | -22.1% | -13.7% | -8.5% | -22.5% |
| YTD | +24.7% | -8.0% | +32.6% | +24.3% |
| 1Y | +33.3% | -6.9% | +40.2% | +32.9% |
| 3Y | +133.9% | +59.7% | +74.1% | +120.7% |
| 5Y | +117.1% | +53.4% | +63.6% | +110.6% |
| All | +117.1% | +55.0% | +62.1% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling