+1,665.8%
AMAT vs BN
+259.6%
+1,406.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +5.8% |
| 7D | +7.0% | -1.2% | +8.2% | +7.7% |
| 30D | -12.2% | -10.9% | -1.3% | -5.0% |
| 3M | -3.8% | -11.1% | +7.2% | +3.9% |
| 6M | +45.9% | -4.4% | +50.3% | +49.0% |
| YTD | +84.6% | -14.1% | +98.8% | +102.7% |
| 1Y | +193.4% | -11.1% | +204.4% | +213.4% |
| 3Y | +228.1% | +75.6% | +152.5% | +108.9% |
| 5Y | +268.9% | +35.8% | +233.1% | +180.7% |
| 10Y | +1,665.8% | +261.6% | +1,404.2% | +612.2% |
| All | +1,665.8% | +259.6% | +1,406.2% | +612.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling