+112,825.2%
AMAT vs TMO
+9,667.5%
+103,157.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -2.5% | +2.8% | -5.3% | -3.5% |
| 30D | -26.5% | +9.1% | -35.7% | -29.5% |
| 3M | -28.6% | +19.9% | -48.4% | -35.1% |
| 6M | -14.2% | +54.7% | -69.0% | -32.9% |
| YTD | +45.5% | +24.3% | +21.2% | +27.1% |
| 1Y | +59.3% | +25.0% | +34.3% | +38.7% |
| 3Y | +153.1% | +61.7% | +91.4% | +88.4% |
| 5Y | +158.2% | +16.2% | +141.9% | +128.5% |
| 10Y | +1,370.8% | +378.7% | +992.1% | +525.6% |
| All | +112,825.2% | +9,667.5% | +103,157.7% | +9,567.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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