+3,188.0%
AMAT vs BR
+1,321.0%
+1,867.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +6.1% |
| 7D | -1.5% | -5.3% | +3.8% | +1.2% |
| 30D | -14.8% | +6.4% | -21.2% | -18.1% |
| 3M | -9.3% | +13.6% | -22.9% | -17.5% |
| 6M | +27.4% | -6.7% | +34.1% | +27.2% |
| YTD | +77.6% | -21.1% | +98.7% | +93.4% |
| 1Y | +188.9% | -29.6% | +218.5% | +234.8% |
| 3Y | +202.3% | -2.4% | +204.7% | +183.0% |
| 5Y | +248.9% | +11.2% | +237.7% | +199.0% |
| 10Y | +1,585.2% | +191.8% | +1,393.4% | +746.5% |
| All | +3,188.0% | +1,321.0% | +1,867.0% | +637.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling