+158.2%
AMAT vs BAX
-62.5%
+220.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.5% | +3.6% | -6.1% | -3.2% |
| 30D | -26.5% | +8.5% | -35.0% | -28.1% |
| 3M | -28.6% | -4.9% | -23.7% | -27.9% |
| 6M | -14.2% | +47.0% | -61.2% | -23.5% |
| YTD | +45.5% | +38.4% | +7.0% | +30.9% |
| 1Y | +59.3% | +49.1% | +10.2% | +40.2% |
| 3Y | +153.1% | -14.9% | +168.0% | +151.1% |
| 5Y | +158.2% | -63.1% | +221.3% | +238.2% |
| All | +158.2% | -62.5% | +220.7% | +238.2% |
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