+1,370.8%
AMAT vs TAP
-48.8%
+1,419.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -2.5% | -4.5% | +2.1% | -1.5% |
| 30D | -26.5% | +7.5% | -34.0% | -28.2% |
| 3M | -28.6% | -4.9% | -23.7% | -28.4% |
| 6M | -14.2% | -3.5% | -10.8% | -15.2% |
| YTD | +45.5% | -11.4% | +56.9% | +46.0% |
| 1Y | +59.3% | -10.8% | +70.1% | +59.1% |
| 3Y | +153.1% | -24.5% | +177.6% | +160.2% |
| 5Y | +158.2% | +2.5% | +155.7% | +130.3% |
| 10Y | +1,370.8% | -47.6% | +1,418.4% | +1,338.6% |
| All | +1,370.8% | -48.8% | +1,419.6% | +1,338.6% |
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