+112,225.0%
AMAT vs TROW
+14,767.0%
+97,458.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.2% | +9.1% | +10.3% |
| 7D | -1.1% | +4.7% | -5.8% | -3.2% |
| 30D | -26.9% | +5.4% | -32.3% | -28.7% |
| 3M | -31.2% | -1.6% | -29.6% | -30.6% |
| 6M | -14.7% | +7.8% | -22.5% | -18.0% |
| YTD | +44.7% | +12.6% | +32.1% | +36.0% |
| 1Y | +62.0% | +13.6% | +48.3% | +51.3% |
| 3Y | +165.0% | +36.6% | +128.4% | +126.4% |
| 5Y | +147.1% | -36.7% | +183.9% | +204.3% |
| 10Y | +1,315.3% | +136.3% | +1,179.0% | +882.0% |
| All | +112,225.0% | +14,767.0% | +97,458.0% | +16,152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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