+247.2%
AMAT vs BAH
-3.4%
+250.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.4% |
| 7D | -1.5% | -3.2% | +1.7% | -1.2% |
| 30D | -14.8% | +2.0% | -16.8% | -15.1% |
| 3M | -9.3% | -7.6% | -1.6% | -7.9% |
| 6M | +27.4% | -5.7% | +33.1% | +27.9% |
| YTD | +77.6% | -11.7% | +89.3% | +79.5% |
| 1Y | +188.9% | -27.4% | +216.3% | +204.6% |
| 3Y | +202.3% | -32.5% | +234.8% | +210.9% |
| All | +247.2% | -3.4% | +250.6% | +204.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling