+137,736.4%
AMAT vs BKR
+571.3%
+137,165.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.5% | +1.7% | -3.3% | -2.0% |
| 30D | -14.8% | +3.3% | -18.1% | -15.7% |
| 3M | -9.3% | -3.6% | -5.7% | -8.4% |
| 6M | +27.4% | +5.0% | +22.4% | +25.5% |
| YTD | +77.6% | +40.9% | +36.6% | +61.2% |
| 1Y | +188.9% | +39.2% | +149.7% | +162.7% |
| 3Y | +202.3% | +83.7% | +118.5% | +152.3% |
| 5Y | +248.9% | +207.5% | +41.4% | +147.9% |
| 10Y | +1,585.2% | +136.3% | +1,448.9% | +1,087.8% |
| All | +137,736.4% | +571.3% | +137,165.1% | +67,441.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling