-22.2%
AMAT vs TRU
+18.3%
-40.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +2.7% |
| 7D | -14.7% | +5.7% | -20.4% | -11.0% |
| 30D | -36.1% | +29.2% | -65.3% | -22.5% |
| 3M | -36.9% | +2.7% | -39.5% | -35.4% |
| 6M | -22.2% | +15.2% | -37.4% | -8.5% |
| All | -22.2% | +18.3% | -40.5% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling