+58.5%
AMAT vs BR
-10.8%
+69.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.0% | +10.4% | +12.2% |
| 7D | -1.1% | +4.4% | -5.5% | +2.7% |
| 30D | -26.9% | +16.3% | -43.2% | -17.2% |
| 3M | -31.2% | +16.2% | -47.4% | -21.3% |
| 6M | -14.7% | +30.3% | -45.0% | +10.0% |
| YTD | +44.7% | -12.2% | +56.9% | +74.3% |
| All | +58.5% | -10.8% | +69.3% | +90.6% |
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