+165.0%
AMAT vs PBR
+69.9%
+95.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.0% | +12.3% | +11.5% |
| 7D | -1.1% | -13.3% | +12.2% | +0.7% |
| 30D | -26.9% | -27.5% | +0.6% | -24.5% |
| 3M | -31.2% | +5.2% | -36.4% | -32.6% |
| 6M | -14.7% | -6.4% | -8.3% | -15.1% |
| YTD | +44.7% | +61.6% | -16.9% | +25.3% |
| 1Y | +62.0% | +48.9% | +13.1% | +43.0% |
| 3Y | +165.0% | +70.0% | +94.9% | +130.5% |
| All | +165.0% | +69.9% | +95.0% | +130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling