+96,674.4%
AMAT vs BN
+15,832.7%
+80,841.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.1% | -10.5% | -12.1% |
| 7D | -24.3% | +5.7% | -30.0% | -26.5% |
| 30D | -39.8% | +12.0% | -51.8% | -43.2% |
| 3M | -40.2% | -6.1% | -34.1% | -38.6% |
| 6M | -22.1% | -8.6% | -13.5% | -19.3% |
| YTD | +24.7% | -8.5% | +33.2% | +28.9% |
| 1Y | +33.3% | -8.4% | +41.7% | +37.7% |
| 3Y | +133.9% | +92.3% | +41.6% | +69.7% |
| 5Y | +117.1% | +31.3% | +85.7% | +87.3% |
| 10Y | +1,158.7% | +280.5% | +878.2% | +596.4% |
| All | +96,674.4% | +15,832.7% | +80,841.7% | +18,715.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling