+1,321.9%
AMAT vs BR
+277.7%
+1,044.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -3.0% |
| 7D | +11.4% | +1.1% | +10.3% | +10.8% |
| 30D | -17.0% | +14.4% | -31.4% | -23.3% |
| 3M | -30.6% | +12.4% | -43.0% | -35.9% |
| 6M | -14.9% | +35.4% | -50.4% | -31.6% |
| YTD | +44.7% | -12.2% | +56.8% | +51.3% |
| 1Y | +66.9% | -12.7% | +79.6% | +75.1% |
| 3Y | +153.3% | +14.3% | +139.0% | +109.1% |
| 5Y | +146.2% | +19.3% | +127.0% | +92.6% |
| All | +1,321.9% | +277.7% | +1,044.2% | +384.7% |
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