+3,980.7%
AMAT vs BB
+258.8%
+3,721.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | -5.6% | +4.1% | -0.2% |
| 30D | -14.8% | -11.8% | -3.0% | -12.4% |
| 3M | -9.3% | -25.5% | +16.3% | -3.1% |
| 6M | +27.4% | +121.3% | -93.9% | +4.5% |
| YTD | +77.6% | +103.2% | -25.6% | +48.5% |
| 1Y | +188.9% | +102.6% | +86.3% | +140.4% |
| 3Y | +202.3% | +37.5% | +164.8% | +157.1% |
| 5Y | +248.9% | -30.4% | +279.3% | +236.3% |
| 10Y | +1,585.2% | 0.0% | +1,585.2% | +1,113.0% |
| All | +3,980.7% | +258.8% | +3,721.8% | +1,355.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling