+66.9%
AMAT vs BAX
+38.8%
+28.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | +11.4% | +0.1% | +11.3% | +11.4% |
| 30D | -17.0% | +4.1% | -21.1% | -17.4% |
| 3M | -30.6% | -4.5% | -26.1% | -29.9% |
| 6M | -14.9% | +49.2% | -64.2% | -23.0% |
| YTD | +44.7% | +35.2% | +9.4% | +36.3% |
| 1Y | +66.9% | +38.3% | +28.6% | +57.7% |
| All | +66.9% | +38.8% | +28.1% | +57.7% |
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 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