+4.6%
TSLA vs AMAT
+193.2%
-188.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.3% | -10.2% | -7.3% |
| 7D | +1.5% | -1.5% | +3.0% | +1.9% |
| 30D | +10.1% | -14.8% | +24.9% | +15.4% |
| 3M | -15.4% | -9.3% | -6.1% | -15.4% |
| 6M | -12.8% | +27.4% | -40.2% | -23.8% |
| YTD | -21.3% | +77.6% | -98.8% | -42.0% |
| 1Y | +4.6% | +188.9% | -184.4% | -32.3% |
| All | +4.6% | +193.2% | -188.6% | -32.3% |
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