+1,162.1%
AMAT vs TAP
-49.3%
+1,211.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +5.2% |
| 7D | -14.7% | +0.5% | -15.2% | -15.0% |
| 30D | -36.1% | +9.1% | -45.2% | -37.8% |
| 3M | -36.9% | -3.8% | -33.1% | -36.8% |
| 6M | -22.2% | -3.4% | -18.8% | -23.0% |
| YTD | +29.9% | -10.6% | +40.6% | +30.2% |
| 1Y | +43.3% | -4.4% | +47.7% | +39.9% |
| 3Y | +142.7% | -24.4% | +167.0% | +149.8% |
| 5Y | +126.2% | +2.1% | +124.1% | +102.3% |
| All | +1,162.1% | -49.3% | +1,211.4% | +1,221.4% |
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