+1,707.5%
AMAT vs PBR
+648.5%
+1,059.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +6.9% | +0.3% | +6.6% | +6.8% |
| 30D | -10.1% | +17.5% | -27.6% | -13.8% |
| 3M | -6.0% | +20.9% | -26.9% | -10.8% |
| 6M | +38.6% | +20.2% | +18.4% | +30.5% |
| YTD | +83.1% | +84.3% | -1.2% | +53.6% |
| 1Y | +188.3% | +77.1% | +111.2% | +143.7% |
| 3Y | +225.3% | +100.8% | +124.5% | +160.9% |
| 5Y | +262.0% | +556.1% | -294.2% | +95.1% |
| 10Y | +1,707.5% | +676.1% | +1,031.4% | +736.4% |
| All | +1,707.5% | +648.5% | +1,059.0% | +736.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling