+262.0%
AMAT vs BKR
+214.0%
+47.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +6.9% | -1.5% | +8.5% | +7.6% |
| 30D | -10.1% | -0.7% | -9.4% | -10.0% |
| 3M | -6.0% | +0.5% | -6.5% | -6.5% |
| 6M | +38.6% | +6.6% | +32.0% | +34.9% |
| YTD | +83.1% | +41.3% | +41.8% | +59.8% |
| 1Y | +188.3% | +42.2% | +146.1% | +150.4% |
| 3Y | +225.3% | +83.4% | +141.9% | +155.5% |
| 5Y | +262.0% | +203.6% | +58.3% | +122.1% |
| All | +262.0% | +214.0% | +47.9% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling