+61.4%
AMAT vs BBWI
+2.4%
+59.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.4% | -3.7% |
| 7D | -11.2% | +8.8% | -20.0% | -12.0% |
| 30D | -31.9% | +34.8% | -66.7% | -34.5% |
| 3M | -32.3% | +12.9% | -45.3% | -33.2% |
| 6M | -5.4% | +29.6% | -35.0% | -9.6% |
| YTD | +44.3% | +20.8% | +23.5% | +39.1% |
| 1Y | +61.4% | +4.1% | +57.3% | +60.5% |
| All | +61.4% | +2.4% | +59.0% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling