+1,896.1%
AMAT vs TDY
+7,524.8%
-5,628.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.0% | +7.4% | +9.7% |
| 7D | -1.1% | -2.5% | +1.4% | +0.4% |
| 30D | -26.9% | +4.8% | -31.8% | -28.0% |
| 3M | -31.2% | -6.9% | -24.3% | -28.7% |
| 6M | -14.7% | +3.5% | -18.2% | -14.8% |
| YTD | +44.7% | +26.0% | +18.7% | +33.6% |
| 1Y | +62.0% | +25.4% | +36.6% | +49.8% |
| 3Y | +165.0% | +70.9% | +94.1% | +115.5% |
| 5Y | +147.1% | +46.6% | +100.6% | +116.1% |
| 10Y | +1,315.3% | +468.9% | +846.4% | +665.6% |
| All | +1,896.1% | +7,524.8% | -5,628.7% | +407.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 all: compounded portfolio wealth divided by compounded TDY 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…
all analysis · Full analysis span regression · 6 months rolling