+43.3%
AMAT vs BN
-9.2%
+52.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.7% |
| 7D | -14.7% | +5.3% | -20.1% | -17.0% |
| 30D | -36.1% | +11.9% | -48.0% | -39.9% |
| 3M | -36.9% | -5.7% | -31.1% | -34.5% |
| 6M | -22.2% | -10.6% | -11.6% | -16.7% |
| YTD | +29.9% | -9.4% | +39.3% | +35.5% |
| 1Y | +43.3% | -8.8% | +52.0% | +49.1% |
| All | +43.3% | -9.2% | +52.5% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling