+73.7%
AMAT vs BAC
-3.7%
+77.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +7.0% | -1.9% | +8.8% | +8.5% |
| 30D | -20.6% | -7.2% | -13.4% | -16.9% |
| 3M | -24.8% | -20.4% | -4.3% | -14.4% |
| 6M | -10.7% | +1.3% | -12.0% | -11.8% |
| YTD | +54.3% | -6.4% | +60.7% | +57.1% |
| 1Y | +73.7% | -3.5% | +77.2% | +70.0% |
| All | +73.7% | -3.7% | +77.4% | +70.0% |
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