+1,362.0%
AMAT vs BBY
+285.7%
+1,076.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -2.9% |
| 7D | +19.3% | +4.0% | +15.3% | +17.7% |
| 30D | -17.9% | +17.6% | -35.5% | -23.4% |
| 3M | -30.4% | +25.9% | -56.3% | -37.5% |
| 6M | -11.4% | +85.1% | -96.6% | -33.5% |
| YTD | +48.8% | +60.6% | -11.8% | +16.7% |
| 1Y | +66.0% | +40.2% | +25.9% | +38.2% |
| 3Y | +158.8% | +86.6% | +72.2% | +78.6% |
| 5Y | +153.2% | -3.7% | +156.9% | +128.1% |
| All | +1,362.0% | +285.7% | +1,076.3% | +732.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling