+96,674.4%
AMAT vs BAC
+1,088.3%
+95,586.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.6% | -10.0% | -12.2% |
| 7D | -24.3% | -2.7% | -21.6% | -23.4% |
| 30D | -39.8% | -8.0% | -31.8% | -37.8% |
| 3M | -40.2% | -20.9% | -19.3% | -34.8% |
| 6M | -22.1% | -5.4% | -16.8% | -20.7% |
| YTD | +24.7% | -8.1% | +32.7% | +28.3% |
| 1Y | +33.3% | -3.1% | +36.4% | +34.6% |
| 3Y | +133.9% | +88.1% | +45.7% | +84.0% |
| 5Y | +117.1% | +19.7% | +97.3% | +100.4% |
| 10Y | +1,158.7% | +275.9% | +882.8% | +679.7% |
| All | +96,674.4% | +1,088.3% | +95,586.1% | +21,488.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling