+1,370.8%
AMAT vs TRU
+174.2%
+1,196.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -2.5% | +4.6% | -7.0% | -4.6% |
| 30D | -26.5% | +25.4% | -52.0% | -35.2% |
| 3M | -28.6% | +4.0% | -32.5% | -31.9% |
| 6M | -14.2% | +14.5% | -28.7% | -25.1% |
| YTD | +45.5% | -3.7% | +49.2% | +36.4% |
| 1Y | +59.3% | +2.8% | +56.6% | +43.4% |
| 3Y | +153.1% | +58.5% | +94.6% | +63.1% |
| 5Y | +158.2% | -25.0% | +183.2% | +160.3% |
| 10Y | +1,370.8% | +186.0% | +1,184.8% | +680.8% |
| All | +1,370.8% | +174.2% | +1,196.6% | +680.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling