+137,736.4%
AMAT vs T
+1,918.9%
+135,817.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.3% | +5.0% |
| 7D | -1.5% | -1.3% | -0.2% | -1.1% |
| 30D | -14.8% | +11.4% | -26.2% | -18.2% |
| 3M | -9.3% | +14.3% | -23.6% | -14.7% |
| 6M | +27.4% | -9.3% | +36.7% | +29.5% |
| YTD | +77.6% | +7.1% | +70.5% | +68.6% |
| 1Y | +188.9% | -9.1% | +198.0% | +190.2% |
| 3Y | +202.3% | +105.3% | +97.0% | +110.6% |
| 5Y | +248.9% | +66.8% | +182.1% | +157.7% |
| 10Y | +1,585.2% | +66.8% | +1,518.4% | +1,138.1% |
| All | +137,736.4% | +1,918.9% | +135,817.5% | +32,211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling