+1,719.4%
AMAT vs PBR
+1,797.5%
-78.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.8% |
| 7D | -1.5% | +8.6% | -10.1% | -3.7% |
| 30D | -14.8% | +12.8% | -27.6% | -17.7% |
| 3M | -9.3% | +14.7% | -23.9% | -12.9% |
| 6M | +27.4% | +25.2% | +2.2% | +18.3% |
| YTD | +77.6% | +77.1% | +0.4% | +50.3% |
| 1Y | +188.9% | +69.6% | +119.4% | +146.7% |
| 3Y | +202.3% | +95.6% | +106.7% | +144.0% |
| 5Y | +248.9% | +501.8% | -252.9% | +97.2% |
| 10Y | +1,585.2% | +640.6% | +944.6% | +685.7% |
| All | +1,719.4% | +1,797.5% | -78.1% | +311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling