+147.1%
AMAT vs TGT
-27.7%
+174.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -2.8% |
| 7D | +11.4% | +2.6% | +8.7% | +10.6% |
| 30D | -17.0% | +4.7% | -21.7% | -18.3% |
| 3M | -30.6% | +4.6% | -35.2% | -32.0% |
| 6M | -14.9% | +34.9% | -49.8% | -24.4% |
| YTD | +44.7% | +70.9% | -26.2% | +17.1% |
| 1Y | +66.9% | +84.4% | -17.5% | +31.0% |
| 3Y | +153.3% | +69.1% | +84.2% | +87.6% |
| All | +147.1% | -27.7% | +174.8% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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