+43.3%
AMAT vs BAX
+44.0%
-0.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | -14.7% | +12.1% | -26.8% | -15.9% |
| 30D | -36.1% | +7.6% | -43.7% | -36.8% |
| 3M | -36.9% | -4.5% | -32.4% | -36.3% |
| 6M | -22.2% | +52.0% | -74.2% | -29.8% |
| YTD | +29.9% | +35.1% | -5.2% | +23.3% |
| 1Y | +43.3% | +43.7% | -0.5% | +36.8% |
| All | +43.3% | +44.0% | -0.8% | +36.8% |
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