+147.1%
AMAT vs BAC
+22.0%
+125.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.8% | -3.3% |
| 7D | +11.4% | +3.2% | +8.1% | +9.4% |
| 30D | -17.0% | -0.7% | -16.3% | -16.5% |
| 3M | -30.6% | -20.0% | -10.6% | -20.9% |
| 6M | -14.9% | +3.4% | -18.4% | -16.9% |
| YTD | +44.7% | -5.7% | +50.4% | +48.8% |
| 1Y | +66.9% | -1.4% | +68.3% | +67.1% |
| 3Y | +153.3% | +97.9% | +55.4% | +59.5% |
| All | +147.1% | +22.0% | +125.1% | +113.4% |
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