+4,500.7%
AMAT vs BAH
+886.2%
+3,614.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.7% |
| 7D | -1.5% | -3.2% | +1.7% | -0.6% |
| 30D | -14.8% | +2.0% | -16.8% | -15.5% |
| 3M | -9.3% | -7.6% | -1.6% | -8.3% |
| 6M | +27.4% | -5.7% | +33.1% | +26.4% |
| YTD | +77.6% | -11.7% | +89.3% | +78.1% |
| 1Y | +188.9% | -27.4% | +216.3% | +207.5% |
| 3Y | +202.3% | -32.5% | +234.8% | +215.8% |
| 5Y | +248.9% | -3.3% | +252.2% | +210.3% |
| 10Y | +1,585.2% | +186.0% | +1,399.2% | +946.2% |
| All | +4,500.7% | +886.2% | +3,614.5% | +1,789.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling