+126.7%
AMAT vs TRU
-26.8%
+153.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.9% |
| 7D | -14.7% | +5.7% | -20.4% | -16.5% |
| 30D | -36.1% | +29.2% | -65.3% | -42.3% |
| 3M | -36.9% | +2.7% | -39.5% | -38.6% |
| 6M | -22.2% | +15.2% | -37.4% | -30.1% |
| YTD | +29.9% | -4.9% | +34.8% | +25.4% |
| 1Y | +43.3% | +3.4% | +39.8% | +32.2% |
| 3Y | +142.7% | +63.2% | +79.5% | +66.9% |
| All | +126.7% | -26.8% | +153.5% | +166.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling