+38.6%
AMAT vs BRKR
+50.2%
-11.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.8% | +5.9% | +0.6% |
| 7D | +6.9% | -7.8% | +14.7% | +8.7% |
| 30D | -10.1% | -3.4% | -6.8% | -9.5% |
| 3M | -6.0% | -4.8% | -1.2% | -7.2% |
| 6M | +38.6% | +46.7% | -8.0% | +17.2% |
| All | +38.6% | +50.2% | -11.5% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 6mo: compounded portfolio wealth divided by compounded BRKR 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…
6mo analysis · Full analysis span regression · 6 months rolling