+1,587.5%
AMAT vs TAP
-49.2%
+1,636.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.5% | -2.3% | +0.8% | -1.0% |
| 30D | -14.8% | -2.1% | -12.7% | -14.5% |
| 3M | -9.3% | +6.6% | -15.9% | -12.0% |
| 6M | +27.4% | -11.5% | +38.9% | +30.0% |
| YTD | +77.6% | -10.3% | +87.8% | +79.0% |
| 1Y | +188.9% | -14.4% | +203.3% | +194.2% |
| 3Y | +202.3% | -28.3% | +230.6% | +219.5% |
| 5Y | +248.9% | +1.7% | +247.2% | +214.5% |
| All | +1,587.5% | -49.2% | +1,636.6% | +1,641.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling