+117.1%
AMAT vs BAC
+18.2%
+98.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.6% | -10.0% | -11.4% |
| 7D | -24.3% | -2.7% | -21.6% | -22.9% |
| 30D | -39.8% | -8.0% | -31.8% | -36.6% |
| 3M | -40.2% | -20.9% | -19.3% | -31.4% |
| 6M | -22.1% | -5.4% | -16.8% | -19.9% |
| YTD | +24.7% | -8.1% | +32.7% | +30.0% |
| 1Y | +33.3% | -3.1% | +36.4% | +34.7% |
| 3Y | +133.9% | +88.1% | +45.7% | +52.4% |
| 5Y | +117.1% | +19.7% | +97.3% | +86.9% |
| All | +117.1% | +18.2% | +98.9% | +86.9% |
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