+188.9%
AMAT vs BNY
+59.6%
+129.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.1% |
| 7D | -1.5% | +1.4% | -2.9% | -2.6% |
| 30D | -14.8% | +3.8% | -18.6% | -17.3% |
| 3M | -9.3% | +14.9% | -24.2% | -18.1% |
| 6M | +27.4% | +40.3% | -13.0% | -1.6% |
| YTD | +77.6% | +43.8% | +33.8% | +33.2% |
| 1Y | +188.9% | +58.9% | +130.1% | +107.0% |
| All | +188.9% | +59.6% | +129.4% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling