+137,736.4%
AMAT vs BNY
+8,176.7%
+129,559.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | +1.4% | -2.9% | -2.1% |
| 30D | -14.8% | +3.8% | -18.6% | -16.3% |
| 3M | -9.3% | +14.9% | -24.2% | -14.7% |
| 6M | +27.4% | +40.3% | -13.0% | +9.6% |
| YTD | +77.6% | +43.8% | +33.8% | +51.0% |
| 1Y | +188.9% | +58.9% | +130.1% | +134.9% |
| 3Y | +202.3% | +290.4% | -88.1% | +64.6% |
| 5Y | +248.9% | +250.1% | -1.2% | +99.0% |
| 10Y | +1,585.2% | +410.7% | +1,174.5% | +706.5% |
| All | +137,736.4% | +8,176.7% | +129,559.7% | +17,066.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling