+262.0%
AMAT vs BNY
+252.4%
+9.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.4% |
| 3M | -6.0% | +13.9% | -19.9% | -14.6% |
| 6M | +38.6% | +42.3% | -3.7% | +7.3% |
| YTD | +83.1% | +41.8% | +41.2% | +41.6% |
| 1Y | +188.3% | +57.9% | +130.4% | +106.4% |
| 3Y | +225.3% | +290.7% | -65.4% | +22.0% |
| 5Y | +262.0% | +252.3% | +9.7% | +43.3% |
| All | +262.0% | +252.4% | +9.6% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling