-5.4%
AMAT vs BA
-21.9%
+16.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.7% |
| 7D | -11.2% | +5.9% | -17.1% | -12.4% |
| 30D | -31.9% | -8.2% | -23.7% | -30.4% |
| 3M | -32.3% | -25.4% | -7.0% | -27.3% |
| 6M | -5.4% | -20.0% | +14.6% | -0.8% |
| All | -5.4% | -21.9% | +16.5% | -0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling