+2,028.2%
AMAT vs TDY
+7,617.0%
-5,588.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.7% |
| 7D | +7.0% | +3.0% | +3.9% | +6.1% |
| 30D | -20.6% | +6.1% | -26.7% | -22.1% |
| 3M | -24.8% | -4.5% | -20.3% | -22.9% |
| 6M | -10.7% | +2.9% | -13.7% | -10.6% |
| YTD | +54.3% | +27.5% | +26.8% | +41.7% |
| 1Y | +73.7% | +26.5% | +47.3% | +60.1% |
| 3Y | +168.4% | +70.1% | +98.3% | +118.7% |
| 5Y | +167.6% | +46.8% | +120.8% | +133.8% |
| 10Y | +1,425.2% | +447.2% | +978.0% | +735.9% |
| All | +2,028.2% | +7,617.0% | -5,588.8% | +438.0% |
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