+1,480.8%
AMAT vs PBR
+1,580.6%
-99.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +6.7% |
| 7D | +7.0% | -9.1% | +16.1% | +9.6% |
| 30D | -20.6% | -29.9% | +9.3% | -13.5% |
| 3M | -24.8% | +2.3% | -27.1% | -26.0% |
| 6M | -10.7% | -10.9% | +0.2% | -9.5% |
| YTD | +54.3% | +56.9% | -2.6% | +33.6% |
| 1Y | +73.7% | +38.0% | +35.7% | +55.3% |
| 3Y | +168.4% | +64.8% | +103.6% | +125.0% |
| 5Y | +167.6% | +447.1% | -279.5% | +54.4% |
| 10Y | +1,425.2% | +545.8% | +879.4% | +634.6% |
| All | +1,480.8% | +1,580.6% | -99.8% | +265.9% |
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