+203.0%
AMAT vs BA
-4.9%
+207.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | -1.5% | +1.2% | -2.7% | -1.9% |
| 30D | -14.8% | -11.6% | -3.2% | -11.1% |
| 3M | -9.3% | -2.4% | -6.9% | -8.9% |
| 6M | +27.4% | -6.6% | +34.0% | +29.0% |
| YTD | +77.6% | -2.2% | +79.8% | +76.8% |
| 1Y | +188.9% | -8.0% | +197.0% | +192.0% |
| All | +203.0% | -4.9% | +207.9% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling