+27.4%
AMAT vs TRU
+1.4%
+26.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.9% | +10.2% | +1.2% |
| 7D | -1.5% | -6.8% | +5.3% | -4.9% |
| 30D | -14.8% | 0.0% | -14.8% | -14.4% |
| 3M | -9.3% | +13.3% | -22.6% | -2.3% |
| 6M | +27.4% | +3.4% | +24.0% | +36.5% |
| All | +27.4% | +1.4% | +26.0% | +36.5% |
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