+126.7%
AMAT vs T
+52.3%
+74.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.1% |
| 7D | -14.7% | +1.0% | -15.7% | -14.5% |
| 30D | -36.1% | -10.6% | -25.5% | -37.0% |
| 3M | -36.9% | -7.7% | -29.1% | -37.4% |
| 6M | -22.2% | -13.3% | -8.9% | -22.6% |
| YTD | +29.9% | -8.8% | +38.7% | +29.4% |
| 1Y | +43.3% | -8.4% | +51.7% | +42.6% |
| 3Y | +142.7% | +59.6% | +83.0% | +128.3% |
| All | +126.7% | +52.3% | +74.4% | +119.7% |
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