+126.7%
AMAT vs BAC
+18.0%
+108.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.6% |
| 7D | -14.7% | -1.2% | -13.5% | -14.0% |
| 30D | -36.1% | -7.7% | -28.4% | -32.9% |
| 3M | -36.9% | -21.2% | -15.7% | -27.5% |
| 6M | -22.2% | -6.8% | -15.3% | -19.3% |
| YTD | +29.9% | -8.7% | +38.6% | +36.0% |
| 1Y | +43.3% | -5.3% | +48.5% | +46.8% |
| 3Y | +142.7% | +87.4% | +55.2% | +58.4% |
| All | +126.7% | +18.0% | +108.7% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling