+1,315.3%
AMAT vs BN
+289.4%
+1,025.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.8% | +7.5% | +8.7% |
| 7D | -1.1% | +3.6% | -4.7% | -3.5% |
| 30D | -26.9% | +15.9% | -42.8% | -34.4% |
| 3M | -31.2% | -2.3% | -28.9% | -30.5% |
| 6M | -14.7% | -8.4% | -6.3% | -10.3% |
| YTD | +44.7% | -5.9% | +50.6% | +48.4% |
| 1Y | +62.0% | -5.6% | +67.5% | +65.6% |
| 3Y | +165.0% | +104.2% | +60.7% | +52.1% |
| 5Y | +147.1% | +35.5% | +111.6% | +87.8% |
| 10Y | +1,315.3% | +285.2% | +1,030.0% | +453.4% |
| All | +1,315.3% | +289.4% | +1,025.9% | +453.4% |
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