+1,111.0%
AMAT vs BA
+32.5%
+1,078.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.5% | -11.0% | -12.5% |
| 7D | -24.3% | -0.1% | -24.2% | -24.2% |
| 30D | -39.8% | -9.1% | -30.7% | -37.6% |
| 3M | -40.2% | -28.2% | -12.0% | -31.8% |
| 6M | -22.1% | -23.1% | +1.0% | -14.3% |
| YTD | +24.7% | -20.6% | +45.2% | +34.8% |
| 1Y | +33.3% | -12.7% | +46.0% | +38.2% |
| 3Y | +133.9% | -11.6% | +145.4% | +131.2% |
| 5Y | +117.1% | -23.1% | +140.2% | +121.2% |
| All | +1,111.0% | +32.5% | +1,078.5% | +1,187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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