+126.7%
AMAT vs BND
-1.4%
+128.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | -14.7% | 0.0% | -14.8% | -14.8% |
| 30D | -36.1% | +2.3% | -38.4% | -37.2% |
| 3M | -36.9% | -0.2% | -36.6% | -36.8% |
| 6M | -22.2% | -1.0% | -21.2% | -21.6% |
| YTD | +29.9% | -0.4% | +30.3% | +30.6% |
| 1Y | +43.3% | -0.1% | +43.4% | +43.8% |
| 3Y | +142.7% | +15.1% | +127.6% | +116.5% |
| All | +126.7% | -1.4% | +128.1% | +83.5% |
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