+117.1%
AMAT vs B
+143.5%
-26.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.5% | -14.1% | -13.7% |
| 7D | -24.3% | +4.3% | -28.6% | -25.3% |
| 30D | -39.8% | -0.9% | -38.9% | -39.7% |
| 3M | -40.2% | -1.4% | -38.8% | -40.3% |
| 6M | -22.1% | +5.0% | -27.1% | -23.8% |
| YTD | +24.7% | -5.8% | +30.5% | +25.3% |
| 1Y | +33.3% | +25.6% | +7.7% | +25.5% |
| 3Y | +133.9% | +161.6% | -27.8% | +87.5% |
| 5Y | +117.1% | +135.2% | -18.2% | +75.7% |
| All | +117.1% | +143.5% | -26.5% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling