+142.7%
AMAT vs BB
+132.4%
+10.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +3.0% |
| 7D | -14.7% | +3.8% | -18.5% | -15.5% |
| 30D | -36.1% | -0.3% | -35.8% | -36.1% |
| 3M | -36.9% | -0.5% | -36.4% | -37.3% |
| 6M | -22.2% | +45.9% | -68.1% | -28.8% |
| YTD | +29.9% | +130.6% | -100.7% | +6.4% |
| 1Y | +43.3% | +89.2% | -45.9% | +22.2% |
| 3Y | +142.7% | +137.5% | +5.2% | +80.5% |
| All | +142.7% | +132.4% | +10.2% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling