+96,674.4%
AMAT vs BAX
+893.5%
+95,780.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.2% | -10.4% | -12.6% |
| 7D | -24.3% | +9.1% | -33.4% | -26.3% |
| 30D | -39.8% | +5.3% | -45.1% | -41.0% |
| 3M | -40.2% | -6.1% | -34.1% | -39.4% |
| 6M | -22.1% | +53.3% | -75.4% | -33.2% |
| YTD | +24.7% | +34.4% | -9.7% | +10.6% |
| 1Y | +33.3% | +43.2% | -9.9% | +15.5% |
| 3Y | +133.9% | -20.1% | +154.0% | +136.2% |
| 5Y | +117.1% | -63.7% | +180.8% | +176.7% |
| 10Y | +1,158.7% | -36.3% | +1,195.0% | +1,261.6% |
| All | +96,674.4% | +893.5% | +95,780.9% | +39,506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling