+96,674.4%
AMAT vs BA
+1,517.9%
+95,156.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -37.5% |
| 3M | -40.2% | -28.2% | -12.0% | -31.5% |
| 6M | -22.1% | -23.1% | +1.0% | -14.0% |
| YTD | +24.7% | -20.6% | +45.2% | +35.2% |
| 1Y | +33.3% | -12.7% | +46.0% | +38.4% |
| 3Y | +133.9% | -11.6% | +145.4% | +131.5% |
| 5Y | +117.1% | -23.1% | +140.2% | +122.7% |
| 10Y | +1,158.7% | +34.4% | +1,124.3% | +775.6% |
| All | +96,674.4% | +1,517.9% | +95,156.5% | +20,232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling