-40.2%
AMAT vs BAX
-9.0%
-31.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.2% | -10.4% | -14.1% |
| 7D | -24.3% | +9.1% | -33.4% | -21.7% |
| 30D | -39.8% | +5.3% | -45.1% | -38.1% |
| 3M | -40.2% | -6.1% | -34.1% | -44.8% |
| All | -40.2% | -9.0% | -31.2% | -44.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling