+1,425.2%
AMAT vs BR
+280.7%
+1,144.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.1% | +6.1% |
| 7D | +7.0% | +1.9% | +5.1% | +5.7% |
| 30D | -20.6% | +15.9% | -36.5% | -27.1% |
| 3M | -24.8% | +13.7% | -38.4% | -30.9% |
| 6M | -10.7% | +31.0% | -41.7% | -26.7% |
| YTD | +54.3% | -12.0% | +66.3% | +61.1% |
| 1Y | +73.7% | -11.5% | +85.2% | +80.5% |
| 3Y | +168.4% | +14.9% | +153.5% | +120.6% |
| 5Y | +167.6% | +20.1% | +147.5% | +108.3% |
| 10Y | +1,425.2% | +278.9% | +1,146.3% | +420.2% |
| All | +1,425.2% | +280.7% | +1,144.5% | +420.2% |
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 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