+158.2%
AMAT vs BB
-16.9%
+175.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -2.5% | +11.6% | -14.1% | -5.6% |
| 30D | -26.5% | +2.6% | -29.1% | -27.2% |
| 3M | -28.6% | +3.5% | -32.1% | -30.1% |
| 6M | -14.2% | +43.5% | -57.7% | -24.2% |
| YTD | +45.5% | +141.2% | -95.7% | +9.0% |
| 1Y | +59.3% | +97.4% | -38.1% | +26.1% |
| 3Y | +153.1% | +151.1% | +2.0% | +71.9% |
| 5Y | +158.2% | -12.8% | +170.9% | +143.7% |
| All | +158.2% | -16.9% | +175.1% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling