+247.2%
AMAT vs BA
-1.7%
+248.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.9% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | -14.8% | -11.6% | -3.2% | -10.1% |
| 3M | -9.3% | -2.4% | -6.9% | -8.9% |
| 6M | +27.4% | -6.6% | +34.0% | +29.5% |
| YTD | +77.6% | -2.2% | +79.8% | +76.7% |
| 1Y | +188.9% | -8.0% | +197.0% | +193.6% |
| 3Y | +202.3% | -5.0% | +207.3% | +190.6% |
| All | +247.2% | -1.7% | +248.9% | +215.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling