+188.9%
AMAT vs BAC
+27.5%
+161.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.6% |
| 7D | -1.5% | +0.6% | -2.1% | -1.8% |
| 30D | -14.8% | -0.9% | -13.9% | -14.5% |
| 3M | -9.3% | +16.3% | -25.6% | -15.8% |
| 6M | +27.4% | +26.0% | +1.4% | +12.6% |
| YTD | +77.6% | +15.2% | +62.4% | +62.8% |
| 1Y | +188.9% | +26.5% | +162.4% | +153.1% |
| All | +188.9% | +27.5% | +161.5% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 1y: compounded portfolio wealth divided by compounded BAC 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…
1y analysis · Full analysis span regression · 6 months rolling