+1,788.9%
AMAT vs TPR
+7,574.9%
-5,786.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -4.6% |
| 7D | -11.2% | +12.6% | -23.9% | -15.1% |
| 30D | -31.9% | +7.1% | -39.0% | -33.8% |
| 3M | -32.3% | -19.4% | -13.0% | -27.9% |
| 6M | -5.4% | -9.7% | +4.3% | -3.9% |
| YTD | +44.3% | -1.0% | +45.3% | +41.7% |
| 1Y | +61.4% | +19.3% | +42.1% | +47.6% |
| 3Y | +170.6% | +379.0% | -208.4% | +44.1% |
| 5Y | +156.4% | +239.1% | -82.6% | +51.6% |
| 10Y | +1,356.4% | +364.0% | +992.4% | +570.0% |
| All | +1,788.9% | +7,574.9% | -5,786.1% | +289.5% |
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