+117.1%
AMAT vs TAP
+6.9%
+110.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.1% | -11.5% | -13.6% |
| 7D | -24.3% | +7.7% | -32.0% | -24.1% |
| 30D | -39.8% | +14.4% | -54.2% | -39.6% |
| 3M | -40.2% | +2.0% | -42.2% | -39.9% |
| 6M | -22.1% | +2.5% | -24.6% | -21.9% |
| YTD | +24.7% | -6.4% | +31.1% | +25.5% |
| 1Y | +33.3% | -2.3% | +35.6% | +32.8% |
| 3Y | +133.9% | -20.3% | +154.2% | +140.0% |
| 5Y | +117.1% | +6.9% | +110.2% | +97.7% |
| All | +117.1% | +6.9% | +110.2% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling