+73.7%
AMAT vs BAX
+48.0%
+25.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.1% |
| 7D | +7.0% | -0.6% | +7.6% | +7.1% |
| 30D | -20.6% | +6.3% | -26.9% | -21.3% |
| 3M | -24.8% | -4.6% | -20.2% | -24.0% |
| 6M | -10.7% | +50.4% | -61.1% | -19.2% |
| YTD | +54.3% | +38.0% | +16.3% | +44.6% |
| 1Y | +73.7% | +44.6% | +29.1% | +62.8% |
| All | +73.7% | +48.0% | +25.7% | +62.8% |
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