+228.1%
AMAT vs BKR
+82.1%
+146.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.7% |
| 7D | +7.0% | +0.4% | +6.6% | +6.8% |
| 30D | -12.2% | +3.9% | -16.1% | -13.9% |
| 3M | -3.8% | -1.1% | -2.8% | -3.8% |
| 6M | +45.9% | +7.6% | +38.3% | +40.8% |
| YTD | +84.6% | +41.9% | +42.7% | +57.9% |
| 1Y | +193.4% | +42.2% | +151.1% | +149.7% |
| 3Y | +228.1% | +84.3% | +143.8% | +157.1% |
| All | +228.1% | +82.1% | +146.0% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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