+66.0%
AMAT vs BAH
+3.0%
+63.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.7% | -3.5% |
| 7D | +19.3% | -2.6% | +21.9% | +18.3% |
| 30D | -17.9% | +20.4% | -38.3% | -12.7% |
| 3M | -30.4% | +11.9% | -42.3% | -27.1% |
| 6M | -11.4% | +17.1% | -28.6% | -2.2% |
| YTD | +48.8% | +5.5% | +43.2% | +62.2% |
| 1Y | +66.0% | +5.6% | +60.4% | +82.3% |
| All | +66.0% | +3.0% | +63.0% | +82.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling