+66.0%
AMAT vs BR
-12.6%
+78.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -4.1% |
| 7D | +19.3% | -1.3% | +20.6% | +18.0% |
| 30D | -17.9% | +13.7% | -31.6% | -8.6% |
| 3M | -30.4% | +13.8% | -44.2% | -21.7% |
| 6M | -11.4% | +29.7% | -41.2% | +13.8% |
| YTD | +48.8% | -12.6% | +61.4% | +78.7% |
| 1Y | +66.0% | -12.4% | +78.5% | +100.3% |
| All | +66.0% | -12.6% | +78.6% | +100.3% |
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