+153.3%
AMAT vs BNY
+262.4%
-109.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -3.1% |
| 7D | +11.4% | +3.9% | +7.5% | +8.3% |
| 30D | -17.0% | +11.9% | -29.0% | -23.5% |
| 3M | -30.6% | -5.0% | -25.6% | -27.6% |
| 6M | -14.9% | +14.6% | -29.5% | -22.8% |
| YTD | +44.7% | +34.5% | +10.2% | +16.1% |
| 1Y | +66.9% | +40.6% | +26.3% | +29.7% |
| 3Y | +153.3% | +261.7% | -108.4% | +11.1% |
| All | +153.3% | +262.4% | -109.1% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling