+2,225.1%
AMAT vs TPR
+7,380.8%
-5,155.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | -1.5% | -2.7% | +1.2% | -0.5% |
| 30D | -14.8% | -23.3% | +8.5% | -7.0% |
| 3M | -9.3% | -12.8% | +3.5% | -5.9% |
| 6M | +27.4% | -21.7% | +49.1% | +37.3% |
| YTD | +77.6% | -3.9% | +81.4% | +77.2% |
| 1Y | +188.9% | +16.9% | +172.0% | +167.4% |
| 3Y | +202.3% | +289.8% | -87.5% | +74.0% |
| 5Y | +248.9% | +241.9% | +7.0% | +106.6% |
| 10Y | +1,585.2% | +322.7% | +1,262.6% | +705.0% |
| All | +2,225.1% | +7,380.8% | -5,155.7% | +386.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling