+1,362.0%
AMAT vs BAH
+199.5%
+1,162.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.7% | -3.6% |
| 7D | +19.3% | -2.6% | +21.9% | +20.0% |
| 30D | -17.9% | +20.4% | -38.3% | -22.0% |
| 3M | -30.4% | +11.9% | -42.3% | -33.0% |
| 6M | -11.4% | +17.1% | -28.6% | -16.9% |
| YTD | +48.8% | +5.5% | +43.2% | +41.7% |
| 1Y | +66.0% | +5.6% | +60.4% | +57.6% |
| 3Y | +158.8% | -26.5% | +185.3% | +166.6% |
| 5Y | +153.2% | +6.5% | +146.7% | +110.6% |
| All | +1,362.0% | +199.5% | +1,162.5% | +645.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling