+1,162.1%
AMAT vs BAX
-36.8%
+1,198.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | -14.7% | +12.1% | -26.8% | -18.2% |
| 30D | -36.1% | +7.6% | -43.7% | -38.1% |
| 3M | -36.9% | -4.5% | -32.4% | -36.3% |
| 6M | -22.2% | +52.0% | -74.2% | -35.5% |
| YTD | +29.9% | +35.1% | -5.2% | +11.5% |
| 1Y | +43.3% | +43.7% | -0.5% | +19.4% |
| 3Y | +142.7% | -20.9% | +163.6% | +146.4% |
| 5Y | +126.2% | -63.5% | +189.8% | +236.3% |
| All | +1,162.1% | -36.8% | +1,198.9% | +1,246.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling