+126.7%
AMAT vs TGT
-26.9%
+153.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | -14.7% | +2.6% | -17.3% | -15.4% |
| 30D | -36.1% | +5.0% | -41.1% | -37.2% |
| 3M | -36.9% | +8.5% | -45.4% | -38.9% |
| 6M | -22.2% | +23.8% | -46.0% | -29.0% |
| YTD | +29.9% | +66.5% | -36.6% | +5.8% |
| 1Y | +43.3% | +84.9% | -41.6% | +11.9% |
| 3Y | +142.7% | +59.2% | +83.5% | +83.9% |
| All | +126.7% | -26.9% | +153.6% | +145.9% |
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