+2,765.0%
AMAT vs BB
+290.1%
+2,475.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.1% | -12.5% |
| 7D | -24.3% | -8.9% | -15.4% | -22.6% |
| 30D | -39.8% | -12.6% | -27.2% | -38.0% |
| 3M | -40.2% | -4.1% | -36.1% | -40.1% |
| 6M | -22.1% | +49.5% | -71.6% | -29.9% |
| YTD | +24.7% | +120.8% | -96.2% | +1.6% |
| 1Y | +33.3% | +76.2% | -42.9% | +14.0% |
| 3Y | +133.9% | +123.8% | +10.1% | +78.7% |
| 5Y | +117.1% | -24.3% | +141.3% | +105.1% |
| 10Y | +1,158.7% | +20.1% | +1,138.6% | +764.6% |
| All | +2,765.0% | +290.1% | +2,475.0% | +896.5% |
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 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