+137,736.4%
AMAT vs BN
+15,251.3%
+122,485.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | -2.5% | +1.0% | -0.3% |
| 30D | -14.8% | -9.5% | -5.3% | -10.7% |
| 3M | -9.3% | -10.4% | +1.1% | -4.6% |
| 6M | +27.4% | -6.4% | +33.7% | +31.0% |
| YTD | +77.6% | -11.9% | +89.4% | +87.6% |
| 1Y | +188.9% | -8.6% | +197.6% | +200.0% |
| 3Y | +202.3% | +77.6% | +124.7% | +127.6% |
| 5Y | +248.9% | +37.0% | +211.9% | +197.0% |
| 10Y | +1,585.2% | +266.4% | +1,318.8% | +852.6% |
| All | +137,736.4% | +15,251.3% | +122,485.1% | +27,288.9% |
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