+1,048.0%
AMAT vs TW
+221.1%
+826.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | -1.5% | -2.3% | +0.8% | -0.8% |
| 30D | -14.8% | +3.9% | -18.7% | -16.0% |
| 3M | -9.3% | +5.7% | -15.0% | -13.1% |
| 6M | +27.4% | -14.5% | +41.9% | +32.4% |
| YTD | +77.6% | -0.9% | +78.4% | +72.1% |
| 1Y | +188.9% | -13.5% | +202.4% | +195.7% |
| 3Y | +202.3% | +25.0% | +177.3% | +149.8% |
| 5Y | +248.9% | +22.7% | +226.2% | +182.8% |
| All | +1,048.0% | +221.1% | +826.9% | +557.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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