+153.3%
AMAT vs BG
+6.5%
+146.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.9% |
| 7D | +11.4% | +2.6% | +8.8% | +11.1% |
| 30D | -17.0% | -6.7% | -10.4% | -16.5% |
| 3M | -30.6% | -9.3% | -21.4% | -30.0% |
| 6M | -14.9% | -18.3% | +3.4% | -12.9% |
| YTD | +44.7% | +16.2% | +28.5% | +39.2% |
| 1Y | +66.9% | +7.6% | +59.3% | +62.5% |
| 3Y | +153.3% | +6.6% | +146.7% | +135.6% |
| All | +153.3% | +6.5% | +146.8% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling