+147.1%
AMAT vs BND
-1.7%
+148.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +11.4% | -1.4% | +12.8% | +12.4% |
| 30D | -17.0% | +0.6% | -17.6% | -17.5% |
| 3M | -30.6% | -1.6% | -29.0% | -29.9% |
| 6M | -14.9% | -1.5% | -13.4% | -14.0% |
| YTD | +44.7% | -1.5% | +46.1% | +46.4% |
| 1Y | +66.9% | -1.1% | +68.0% | +68.6% |
| 3Y | +153.3% | +13.6% | +139.7% | +128.6% |
| All | +147.1% | -1.7% | +148.8% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling