+188.9%
AMAT vs BAX
+9.9%
+179.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.1% |
| 7D | -1.5% | -1.1% | -0.4% | -1.3% |
| 30D | -14.8% | -5.5% | -9.3% | -14.0% |
| 3M | -9.3% | +33.5% | -42.8% | -14.8% |
| 6M | +27.4% | +35.9% | -8.5% | +18.1% |
| YTD | +77.6% | +35.4% | +42.2% | +65.4% |
| 1Y | +188.9% | +9.8% | +179.2% | +184.8% |
| All | +188.9% | +9.9% | +179.0% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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