+43.3%
AMAT vs BAC
-5.5%
+48.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.6% |
| 7D | -14.7% | -1.2% | -13.5% | -13.7% |
| 30D | -36.1% | -7.7% | -28.4% | -32.8% |
| 3M | -36.9% | -21.2% | -15.7% | -27.8% |
| 6M | -22.2% | -6.8% | -15.3% | -18.8% |
| YTD | +29.9% | -8.7% | +38.6% | +34.2% |
| 1Y | +43.3% | -5.3% | +48.5% | +40.9% |
| All | +43.3% | -5.5% | +48.8% | +40.9% |
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