+1,321.9%
AMAT vs B
+216.6%
+1,105.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.6% |
| 7D | +11.4% | -7.3% | +18.7% | +13.2% |
| 30D | -17.0% | -3.3% | -13.7% | -16.5% |
| 3M | -30.6% | -7.8% | -22.9% | -29.7% |
| 6M | -14.9% | -15.5% | +0.6% | -12.4% |
| YTD | +44.7% | -12.3% | +56.9% | +47.7% |
| 1Y | +66.9% | +5.4% | +61.5% | +64.8% |
| 3Y | +153.3% | +165.5% | -12.2% | +113.0% |
| 5Y | +146.2% | +107.0% | +39.2% | +110.4% |
| All | +1,321.9% | +216.6% | +1,105.3% | +1,065.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling