+1,162.1%
AMAT vs BAH
+220.7%
+941.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.7% | +5.3% |
| 7D | -14.7% | -3.5% | -11.2% | -14.1% |
| 30D | -36.1% | +24.3% | -60.4% | -39.8% |
| 3M | -36.9% | +16.3% | -53.2% | -39.9% |
| 6M | -22.2% | +13.6% | -35.8% | -26.4% |
| YTD | +29.9% | +3.5% | +26.4% | +24.3% |
| 1Y | +43.3% | +2.7% | +40.6% | +37.0% |
| 3Y | +142.7% | -26.6% | +169.2% | +148.8% |
| 5Y | +126.2% | +8.5% | +117.7% | +85.4% |
| All | +1,162.1% | +220.7% | +941.4% | +516.3% |
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