+137,736.4%
AMAT vs BP
+1,327.5%
+136,408.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | -1.5% | +3.9% | -5.4% | -3.2% |
| 30D | -14.8% | +7.6% | -22.4% | -17.6% |
| 3M | -9.3% | +0.7% | -10.0% | -10.3% |
| 6M | +27.4% | +15.5% | +11.9% | +17.2% |
| YTD | +77.6% | +30.8% | +46.7% | +54.4% |
| 1Y | +188.9% | +34.3% | +154.6% | +147.4% |
| 3Y | +202.3% | +35.1% | +167.2% | +153.2% |
| 5Y | +248.9% | +126.8% | +122.1% | +126.5% |
| 10Y | +1,585.2% | +123.4% | +1,461.9% | +944.3% |
| All | +137,736.4% | +1,327.5% | +136,408.9% | +36,164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling