+66.9%
AMAT vs BP
+30.1%
+36.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.8% |
| 7D | +11.4% | +2.6% | +8.7% | +11.7% |
| 30D | -17.0% | -6.4% | -10.7% | -17.9% |
| 3M | -30.6% | +8.0% | -38.6% | -29.4% |
| 6M | -14.9% | +6.0% | -21.0% | -13.0% |
| YTD | +44.7% | +36.5% | +8.2% | +42.7% |
| 1Y | +66.9% | +31.7% | +35.2% | +67.5% |
| All | +66.9% | +30.1% | +36.8% | +67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling