+43.3%
AMAT vs TAP
-6.0%
+49.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +1.0% |
| 7D | -14.7% | +0.5% | -15.2% | -13.9% |
| 30D | -36.1% | +9.1% | -45.2% | -31.0% |
| 3M | -36.9% | -3.8% | -33.1% | -36.8% |
| 6M | -22.2% | -3.4% | -18.8% | -19.8% |
| YTD | +29.9% | -10.6% | +40.6% | +29.6% |
| 1Y | +43.3% | -4.4% | +47.7% | +48.5% |
| All | +43.3% | -6.0% | +49.2% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling