+1,425.2%
AMAT vs BG
+100.9%
+1,324.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +5.7% |
| 7D | +7.0% | +3.4% | +3.6% | +5.6% |
| 30D | -20.6% | -3.8% | -16.8% | -19.7% |
| 3M | -24.8% | -9.6% | -15.2% | -22.6% |
| 6M | -10.7% | -19.5% | +8.8% | -4.6% |
| YTD | +54.3% | +14.6% | +39.7% | +41.8% |
| 1Y | +73.7% | +6.6% | +67.1% | +64.1% |
| 3Y | +168.4% | +4.7% | +163.7% | +146.6% |
| 5Y | +167.6% | +22.1% | +145.5% | +120.1% |
| 10Y | +1,425.2% | +109.2% | +1,316.0% | +808.2% |
| All | +1,425.2% | +100.9% | +1,324.3% | +808.2% |
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