+1,707.5%
AMAT vs BR
+185.2%
+1,522.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +6.9% | -5.0% | +11.9% | +9.7% |
| 30D | -10.1% | -2.5% | -7.6% | -9.4% |
| 3M | -6.0% | +13.5% | -19.5% | -15.0% |
| 6M | +38.6% | -9.4% | +48.1% | +42.7% |
| YTD | +83.1% | -23.3% | +106.4% | +108.0% |
| 1Y | +188.3% | -31.6% | +219.9% | +253.5% |
| 3Y | +225.3% | -5.1% | +230.4% | +203.7% |
| 5Y | +262.0% | +8.2% | +253.8% | +198.1% |
| 10Y | +1,707.5% | +189.8% | +1,517.6% | +613.7% |
| All | +1,707.5% | +185.2% | +1,522.3% | +613.7% |
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