+61.4%
AMAT vs BR
-14.2%
+75.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.3% | -0.9% |
| 7D | -11.2% | +7.0% | -18.2% | -6.2% |
| 30D | -31.9% | +19.0% | -50.9% | -21.7% |
| 3M | -32.3% | +13.1% | -45.4% | -24.4% |
| 6M | -5.4% | +24.6% | -30.0% | +19.0% |
| YTD | +44.3% | -13.6% | +57.9% | +66.6% |
| 1Y | +61.4% | -13.1% | +74.5% | +89.2% |
| All | +61.4% | -14.2% | +75.6% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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