+2,305.8%
AMAT vs BR
+1,465.0%
+840.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +5.1% |
| 7D | -14.7% | +6.5% | -21.2% | -17.8% |
| 30D | -36.1% | +18.9% | -55.0% | -42.2% |
| 3M | -36.9% | +16.3% | -53.1% | -42.9% |
| 6M | -22.2% | +26.2% | -48.4% | -34.6% |
| YTD | +29.9% | -13.1% | +43.0% | +32.6% |
| 1Y | +43.3% | -10.5% | +53.7% | +43.4% |
| 3Y | +142.7% | +13.3% | +129.3% | +106.1% |
| 5Y | +126.2% | +19.9% | +106.3% | +84.3% |
| 10Y | +1,211.7% | +254.2% | +957.5% | +487.1% |
| All | +2,305.8% | +1,465.0% | +840.8% | +405.6% |
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 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