+153.3%
AMAT vs BR
+14.9%
+138.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.6% |
| 7D | +11.4% | +1.1% | +10.3% | +11.6% |
| 30D | -17.0% | +14.4% | -31.4% | -14.6% |
| 3M | -30.6% | +12.4% | -43.0% | -28.5% |
| 6M | -14.9% | +35.4% | -50.4% | -11.0% |
| YTD | +44.7% | -12.2% | +56.8% | +68.4% |
| 1Y | +66.9% | -12.7% | +79.6% | +94.6% |
| 3Y | +153.3% | +14.3% | +139.0% | +155.2% |
| All | +153.3% | +14.9% | +138.4% | +155.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling