+1,315.3%
AMAT vs BAX
-35.6%
+1,350.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.4% | +9.0% | +10.5% |
| 7D | -1.1% | +9.0% | -10.1% | -4.0% |
| 30D | -26.9% | +8.5% | -35.4% | -29.3% |
| 3M | -31.2% | -4.1% | -27.1% | -30.6% |
| 6M | -14.7% | +46.9% | -61.6% | -28.2% |
| YTD | +44.7% | +38.4% | +6.3% | +23.2% |
| 1Y | +62.0% | +47.0% | +14.9% | +33.9% |
| 3Y | +165.0% | -14.9% | +179.9% | +160.6% |
| 5Y | +147.1% | -62.5% | +209.6% | +263.6% |
| 10Y | +1,315.3% | -33.9% | +1,349.2% | +1,403.0% |
| All | +1,315.3% | -35.6% | +1,350.9% | +1,403.0% |
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