+147.1%
AMAT vs BP
+113.6%
+33.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.0% |
| 7D | +11.4% | +3.8% | +7.5% | +10.2% |
| 30D | -17.0% | -5.3% | -11.7% | -15.9% |
| 3M | -30.6% | +9.3% | -39.9% | -32.7% |
| 6M | -14.9% | +7.2% | -22.2% | -17.4% |
| YTD | +44.7% | +38.0% | +6.6% | +26.2% |
| 1Y | +66.9% | +33.2% | +33.7% | +47.3% |
| 3Y | +153.3% | +50.3% | +103.0% | +109.0% |
| All | +147.1% | +113.6% | +33.5% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling