+247.2%
AMAT vs BAC
+71.7%
+175.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.5% | +1.1% | -2.6% | -2.1% |
| 30D | -14.8% | -0.4% | -14.4% | -14.7% |
| 3M | -9.3% | +16.9% | -26.2% | -17.4% |
| 6M | +27.4% | +26.6% | +0.8% | +10.7% |
| YTD | +77.6% | +15.8% | +61.8% | +61.9% |
| 1Y | +188.9% | +27.2% | +161.8% | +148.8% |
| 3Y | +202.3% | +132.4% | +69.9% | +75.9% |
| All | +247.2% | +71.7% | +175.5% | +140.9% |
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 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