-5.4%
AMAT vs TPR
-11.2%
+5.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.6% |
| 7D | -11.2% | +12.6% | -23.9% | -12.4% |
| 30D | -31.9% | +7.1% | -39.0% | -32.4% |
| 3M | -32.3% | -19.4% | -13.0% | -30.0% |
| 6M | -5.4% | -9.7% | +4.3% | -6.2% |
| All | -5.4% | -11.2% | +5.8% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling