+214.0%
AMAT vs BG
+16.9%
+197.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | -1.5% | +2.8% | -4.3% | -1.9% |
| 30D | -14.8% | +12.0% | -26.8% | -16.2% |
| 3M | -9.3% | -7.7% | -1.6% | -8.1% |
| 6M | +27.4% | +4.5% | +22.9% | +25.9% |
| YTD | +77.6% | +35.7% | +41.9% | +68.1% |
| 1Y | +188.9% | +50.1% | +138.9% | +167.9% |
| All | +214.0% | +16.9% | +197.2% | +191.3% |
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