+115,377.5%
AMAT vs BKR
+419.0%
+114,958.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.3% |
| 7D | +19.3% | +6.3% | +13.1% | +17.4% |
| 30D | -17.9% | -13.0% | -4.9% | -14.6% |
| 3M | -30.4% | -23.6% | -6.8% | -25.0% |
| 6M | -11.4% | -24.5% | +13.0% | -4.3% |
| YTD | +48.8% | +9.0% | +39.8% | +45.2% |
| 1Y | +66.0% | +4.4% | +61.6% | +63.8% |
| 3Y | +158.8% | +51.4% | +107.4% | +128.6% |
| 5Y | +153.2% | +124.4% | +28.8% | +96.8% |
| 10Y | +1,370.6% | +54.6% | +1,316.0% | +1,063.5% |
| All | +115,377.5% | +419.0% | +114,958.5% | +60,728.5% |
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 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