+147.1%
AMAT vs TRU
-26.5%
+173.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | +11.4% | 0.0% | +11.3% | +11.4% |
| 30D | -17.0% | +21.3% | -38.4% | -23.3% |
| 3M | -30.6% | +0.2% | -30.9% | -31.8% |
| 6M | -14.9% | +22.4% | -37.3% | -25.5% |
| YTD | +44.7% | -4.8% | +49.5% | +39.7% |
| 1Y | +66.9% | -0.2% | +67.1% | +57.1% |
| 3Y | +153.3% | +57.9% | +95.4% | +77.7% |
| All | +147.1% | -26.5% | +173.6% | +191.1% |
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