+247.2%
AMAT vs BAX
-65.4%
+312.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.1% |
| 7D | -1.5% | -1.1% | -0.4% | -1.2% |
| 30D | -14.8% | -5.5% | -9.3% | -13.7% |
| 3M | -9.3% | +33.5% | -42.8% | -16.4% |
| 6M | +27.4% | +35.9% | -8.5% | +16.4% |
| YTD | +77.6% | +35.4% | +42.2% | +61.6% |
| 1Y | +188.9% | +9.8% | +179.2% | +176.2% |
| 3Y | +202.3% | -32.7% | +235.0% | +218.2% |
| All | +247.2% | -65.4% | +312.6% | +332.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling