+137,736.4%
AMAT vs BA
+1,890.7%
+135,845.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | -14.8% | -11.6% | -3.2% | -10.2% |
| 3M | -9.3% | -2.4% | -6.9% | -8.8% |
| 6M | +27.4% | -6.6% | +34.0% | +29.6% |
| YTD | +77.6% | -2.2% | +79.8% | +77.1% |
| 1Y | +188.9% | -8.0% | +197.0% | +194.0% |
| 3Y | +202.3% | -5.0% | +207.3% | +191.7% |
| 5Y | +248.9% | -2.7% | +251.6% | +224.7% |
| 10Y | +1,585.2% | +75.9% | +1,509.3% | +948.1% |
| All | +137,736.4% | +1,890.7% | +135,845.7% | +26,529.9% |
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