+188.9%
AMAT vs TPR
+18.6%
+170.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | -2.3% | +0.8% | -0.6% |
| 30D | -14.8% | -23.0% | +8.2% | -6.5% |
| 3M | -9.3% | -12.5% | +3.2% | -7.0% |
| 6M | +27.4% | -21.4% | +48.8% | +36.5% |
| YTD | +77.6% | -3.5% | +81.1% | +74.6% |
| 1Y | +188.9% | +17.4% | +171.6% | +162.4% |
| All | +188.9% | +18.6% | +170.3% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling