+995.1%
AMAT vs TENB
+1.4%
+993.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.5% |
| 7D | +7.0% | -5.0% | +12.0% | +8.8% |
| 30D | -12.2% | -7.4% | -4.8% | -10.8% |
| 3M | -3.8% | +22.3% | -26.1% | -12.7% |
| 6M | +45.9% | +60.2% | -14.2% | +18.0% |
| YTD | +84.6% | +43.2% | +41.4% | +53.8% |
| 1Y | +193.4% | +8.2% | +185.2% | +171.2% |
| 3Y | +228.1% | -23.8% | +251.9% | +235.0% |
| 5Y | +268.9% | -26.9% | +295.8% | +258.6% |
| All | +995.1% | +1.4% | +993.8% | +674.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling