+2,496.6%
AMAT vs BND
+76.6%
+2,420.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | 0.0% | +11.3% | +11.4% |
| 7D | -1.1% | +0.4% | -1.5% | -1.0% |
| 30D | -26.9% | +2.0% | -28.9% | -26.7% |
| 3M | -31.2% | -0.4% | -30.8% | -31.2% |
| 6M | -14.7% | -0.9% | -13.8% | -14.8% |
| YTD | +44.7% | -0.3% | +45.0% | +44.7% |
| 1Y | +62.0% | 0.0% | +62.0% | +62.0% |
| 3Y | +165.0% | +15.1% | +149.9% | +172.6% |
| 5Y | +147.1% | -1.5% | +148.6% | +132.7% |
| 10Y | +1,315.3% | +17.6% | +1,297.6% | +1,504.7% |
| All | +2,496.6% | +76.6% | +2,420.0% | +4,209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling