+167.6%
AMAT vs BKR
+129.0%
+38.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.4% | +2.6% | +4.6% |
| 7D | +7.0% | -0.4% | +7.4% | +7.6% |
| 30D | -20.6% | -11.6% | -9.0% | -16.6% |
| 3M | -24.8% | -23.4% | -1.4% | -16.4% |
| 6M | -10.7% | -22.9% | +12.1% | -1.3% |
| YTD | +54.3% | +10.2% | +44.1% | +48.4% |
| 1Y | +73.7% | +2.5% | +71.2% | +71.5% |
| 3Y | +168.4% | +53.1% | +115.3% | +127.2% |
| 5Y | +167.6% | +127.1% | +40.4% | +79.7% |
| All | +167.6% | +129.0% | +38.5% | +79.7% |
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