+227.2%
AMAT vs BNY
+286.3%
-59.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +6.9% | +0.3% | +6.6% | +6.6% |
| 30D | -10.1% | +1.9% | -12.0% | -11.5% |
| 3M | -6.0% | +13.9% | -19.9% | -14.6% |
| 6M | +38.6% | +42.3% | -3.7% | +6.9% |
| YTD | +83.1% | +41.7% | +41.4% | +41.0% |
| 1Y | +188.3% | +57.8% | +130.5% | +105.4% |
| All | +227.2% | +286.3% | -59.2% | +37.8% |
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