-13.3%
TSLA vs AMAT
+60.5%
-73.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | -0.1% | -2.4% |
| 7D | -4.7% | -11.2% | +6.5% | -1.6% |
| 30D | +1.7% | -31.9% | +33.6% | +12.9% |
| 3M | +17.7% | -32.3% | +50.0% | +30.4% |
| 6M | -1.9% | -5.4% | +3.5% | -4.3% |
| YTD | -14.3% | +44.3% | -58.6% | -30.1% |
| 1Y | -13.3% | +61.4% | -74.7% | -35.2% |
| All | -13.3% | +60.5% | -73.8% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMAT.
Daily Out/Under-Performance
Portfolio return minus AMAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMAT 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 1y: compounded portfolio wealth divided by compounded AMAT 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…
1y analysis · Full analysis span regression · 6 months rolling