+132.8%
AMAT vs TAP
-20.1%
+152.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.1% | -11.5% | -14.2% |
| 7D | -24.3% | +7.7% | -32.0% | -22.4% |
| 30D | -39.8% | +14.4% | -54.2% | -37.1% |
| 3M | -40.2% | +2.0% | -42.2% | -39.0% |
| 6M | -22.1% | +2.5% | -24.6% | -19.9% |
| YTD | +24.7% | -6.4% | +31.1% | +26.9% |
| 1Y | +33.3% | -2.3% | +35.6% | +35.6% |
| All | +132.8% | -20.1% | +152.9% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling