+1,665.8%
AMAT vs BG
+159.1%
+1,506.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.4% | +2.3% |
| 7D | +7.0% | +2.4% | +4.6% | +6.0% |
| 30D | -12.2% | +15.0% | -27.2% | -17.1% |
| 3M | -3.8% | -0.7% | -3.2% | -4.4% |
| 6M | +45.9% | +7.5% | +38.4% | +39.8% |
| YTD | +84.6% | +41.6% | +43.0% | +58.1% |
| 1Y | +193.4% | +50.7% | +142.7% | +143.0% |
| 3Y | +228.1% | +20.3% | +207.8% | +189.7% |
| 5Y | +268.9% | +85.2% | +183.7% | +156.7% |
| 10Y | +1,665.8% | +160.6% | +1,505.1% | +843.9% |
| All | +1,665.8% | +159.1% | +1,506.7% | +843.9% |
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