+1,315.3%
AMAT vs BR
+266.7%
+1,048.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.0% | +10.4% | +10.9% |
| 7D | -1.1% | +4.4% | -5.5% | -3.5% |
| 30D | -26.9% | +16.3% | -43.2% | -33.0% |
| 3M | -31.2% | +16.2% | -47.4% | -37.7% |
| 6M | -14.7% | +30.3% | -45.0% | -29.8% |
| YTD | +44.7% | -12.2% | +56.9% | +51.3% |
| 1Y | +62.0% | -11.3% | +73.2% | +67.8% |
| 3Y | +165.0% | +15.2% | +149.7% | +117.1% |
| 5Y | +147.1% | +18.0% | +129.1% | +94.6% |
| 10Y | +1,315.3% | +268.7% | +1,046.6% | +377.8% |
| All | +1,315.3% | +266.7% | +1,048.6% | +377.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling