+1,321.9%
AMAT vs BG
+111.0%
+1,210.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.4% |
| 7D | +11.4% | +2.6% | +8.8% | +10.4% |
| 30D | -17.0% | -6.7% | -10.4% | -15.1% |
| 3M | -30.6% | -9.3% | -21.4% | -28.7% |
| 6M | -14.9% | -18.3% | +3.4% | -9.6% |
| YTD | +44.7% | +16.2% | +28.5% | +32.3% |
| 1Y | +66.9% | +7.6% | +59.3% | +57.1% |
| 3Y | +153.3% | +6.6% | +146.7% | +131.0% |
| 5Y | +146.2% | +22.2% | +124.0% | +102.7% |
| All | +1,321.9% | +111.0% | +1,210.9% | +726.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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