+160.4%
AMAT vs BND
+14.1%
+146.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -2.9% | -3.4% |
| 7D | +19.3% | -1.4% | +20.7% | +19.7% |
| 30D | -17.9% | +0.8% | -18.8% | -18.3% |
| 3M | -30.4% | -1.2% | -29.2% | -30.1% |
| 6M | -11.4% | -1.4% | -10.1% | -10.9% |
| YTD | +48.8% | -1.3% | +50.1% | +49.9% |
| 1Y | +66.0% | -1.2% | +67.3% | +67.3% |
| All | +160.4% | +14.1% | +146.3% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 3y: compounded portfolio wealth divided by compounded BND 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…
3y analysis · Full analysis span regression · 6 months rolling