+117.1%
AMAT vs BP
+105.3%
+11.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.0% | -11.6% | -13.0% |
| 7D | -24.3% | -11.2% | -13.1% | -21.8% |
| 30D | -39.8% | -0.7% | -39.1% | -39.8% |
| 3M | -40.2% | +9.8% | -50.0% | -42.1% |
| 6M | -22.1% | -1.6% | -20.5% | -22.4% |
| YTD | +24.7% | +33.5% | -8.8% | +9.7% |
| 1Y | +33.3% | +31.7% | +1.5% | +17.6% |
| 3Y | +133.9% | +45.1% | +88.7% | +94.7% |
| 5Y | +117.1% | +105.9% | +11.1% | +48.0% |
| All | +117.1% | +105.3% | +11.7% | +48.0% |
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