+203.0%
AMAT vs BAH
-32.2%
+235.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.3% |
| 7D | -1.5% | -3.2% | +1.7% | -1.5% |
| 30D | -14.8% | +2.0% | -16.8% | -14.8% |
| 3M | -9.3% | -7.6% | -1.6% | -7.7% |
| 6M | +27.4% | -5.7% | +33.1% | +28.6% |
| YTD | +77.6% | -11.7% | +89.3% | +80.2% |
| 1Y | +188.9% | -27.4% | +216.3% | +202.4% |
| All | +203.0% | -32.2% | +235.2% | +209.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling