+142.7%
AMAT vs BP
+42.8%
+99.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | -14.7% | -11.6% | -3.1% | -13.0% |
| 30D | -36.1% | 0.0% | -36.1% | -36.2% |
| 3M | -36.9% | +6.7% | -43.6% | -37.8% |
| 6M | -22.2% | +2.2% | -24.4% | -22.7% |
| YTD | +29.9% | +33.0% | -3.1% | +16.3% |
| 1Y | +43.3% | +30.7% | +12.5% | +28.7% |
| 3Y | +142.7% | +44.2% | +98.5% | +106.4% |
| All | +142.7% | +42.8% | +99.9% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling