-11.4%
AMAT vs BKR
-23.6%
+12.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.9% |
| 7D | +19.3% | +6.3% | +13.1% | +15.2% |
| 30D | -17.9% | -13.0% | -4.9% | -12.6% |
| 3M | -30.4% | -23.6% | -6.8% | -20.3% |
| 6M | -11.4% | -24.5% | +13.0% | +5.5% |
| All | -11.4% | -23.6% | +12.1% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling