+147.1%
AMAT vs BG
+21.9%
+125.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.1% |
| 7D | +11.4% | +2.6% | +8.8% | +10.8% |
| 30D | -17.0% | -6.7% | -10.4% | -15.8% |
| 3M | -30.6% | -9.3% | -21.4% | -29.4% |
| 6M | -14.9% | -18.3% | +3.4% | -11.4% |
| YTD | +44.7% | +16.2% | +28.5% | +36.0% |
| 1Y | +66.9% | +7.6% | +59.3% | +60.0% |
| 3Y | +153.3% | +6.6% | +146.7% | +136.6% |
| All | +147.1% | +21.9% | +125.2% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling