+247.2%
AMAT vs TRU
-33.8%
+281.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.9% | +10.2% | +6.5% |
| 7D | -1.5% | -6.8% | +5.3% | +0.9% |
| 30D | -14.8% | 0.0% | -14.8% | -15.2% |
| 3M | -9.3% | +13.3% | -22.6% | -16.5% |
| 6M | +27.4% | +3.4% | +24.0% | +21.0% |
| YTD | +77.6% | -6.4% | +84.0% | +74.6% |
| 1Y | +188.9% | -9.7% | +198.6% | +185.8% |
| 3Y | +202.3% | +0.1% | +202.1% | +175.2% |
| All | +247.2% | -33.8% | +281.0% | +323.6% |
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