+126.7%
AMAT vs BAX
-63.7%
+190.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | -14.7% | +12.1% | -26.8% | -17.0% |
| 30D | -36.1% | +7.6% | -43.7% | -37.4% |
| 3M | -36.9% | -4.5% | -32.4% | -36.4% |
| 6M | -22.2% | +52.0% | -74.2% | -31.3% |
| YTD | +29.9% | +35.1% | -5.2% | +17.6% |
| 1Y | +43.3% | +43.7% | -0.5% | +27.3% |
| 3Y | +142.7% | -20.9% | +163.6% | +145.1% |
| All | +126.7% | -63.7% | +190.4% | +200.3% |
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