+1,425.2%
AMAT vs BP
+133.4%
+1,291.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.5% | +5.4% |
| 7D | +7.0% | -0.8% | +7.7% | +7.4% |
| 30D | -20.6% | -3.1% | -17.4% | -19.7% |
| 3M | -24.8% | +6.2% | -30.9% | -27.1% |
| 6M | -10.7% | +4.8% | -15.5% | -13.9% |
| YTD | +54.3% | +35.2% | +19.1% | +30.7% |
| 1Y | +73.7% | +27.4% | +46.3% | +50.9% |
| 3Y | +168.4% | +49.8% | +118.7% | +111.8% |
| 5Y | +167.6% | +109.4% | +58.2% | +72.9% |
| 10Y | +1,425.2% | +135.7% | +1,289.5% | +882.4% |
| All | +1,425.2% | +133.4% | +1,291.8% | +882.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling