+1,321.9%
AMAT vs BN
+290.8%
+1,031.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -1.6% |
| 7D | +11.4% | -1.0% | +12.3% | +12.3% |
| 30D | -17.0% | +14.0% | -31.0% | -24.8% |
| 3M | -30.6% | -9.0% | -21.6% | -26.2% |
| 6M | -14.9% | -8.8% | -6.1% | -10.3% |
| YTD | +44.7% | -10.3% | +54.9% | +53.4% |
| 1Y | +66.9% | -5.8% | +72.7% | +71.0% |
| 3Y | +153.3% | +94.8% | +58.5% | +50.1% |
| 5Y | +146.2% | +31.5% | +114.8% | +91.0% |
| All | +1,321.9% | +290.8% | +1,031.1% | +434.7% |
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