+153.3%
AMAT vs BBY
+89.3%
+64.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.4% | -2.9% |
| 7D | +11.4% | +4.5% | +6.9% | +10.5% |
| 30D | -17.0% | +16.8% | -33.8% | -19.7% |
| 3M | -30.6% | +23.2% | -53.8% | -34.0% |
| 6M | -14.9% | +91.9% | -106.9% | -29.5% |
| YTD | +44.7% | +61.6% | -17.0% | +25.1% |
| 1Y | +66.9% | +43.9% | +23.0% | +50.3% |
| 3Y | +153.3% | +88.6% | +64.6% | +110.4% |
| All | +153.3% | +89.3% | +64.0% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling