+158.2%
AMAT vs TPR
+268.5%
-110.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | -2.5% | +12.1% | -14.5% | -7.7% |
| 30D | -26.5% | +16.7% | -43.2% | -31.9% |
| 3M | -28.6% | -17.4% | -11.2% | -23.7% |
| 6M | -14.2% | +2.3% | -16.5% | -17.9% |
| YTD | +45.5% | +7.1% | +38.3% | +36.0% |
| 1Y | +59.3% | +29.5% | +29.9% | +36.0% |
| 3Y | +153.1% | +415.0% | -262.0% | +1.3% |
| 5Y | +158.2% | +261.5% | -103.3% | +17.2% |
| All | +158.2% | +268.5% | -110.3% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling