+100,756.0%
AMAT vs TRV
+7,111.8%
+93,644.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +5.1% |
| 7D | -14.7% | -0.3% | -14.5% | -14.7% |
| 30D | -36.1% | +9.6% | -45.7% | -38.9% |
| 3M | -36.9% | +2.7% | -39.6% | -38.1% |
| 6M | -22.2% | +32.0% | -54.2% | -33.3% |
| YTD | +29.9% | +37.8% | -7.9% | +8.5% |
| 1Y | +43.3% | +45.2% | -2.0% | +16.5% |
| 3Y | +142.7% | +145.3% | -2.6% | +48.3% |
| 5Y | +126.2% | +172.3% | -46.1% | +28.9% |
| 10Y | +1,211.7% | +367.3% | +844.4% | +468.7% |
| All | +100,756.0% | +7,111.8% | +93,644.2% | +10,075.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 all: compounded portfolio wealth divided by compounded TRV 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…
all analysis · Full analysis span regression · 6 months rolling