+1,362.0%
AMAT vs BBWI
-48.2%
+1,410.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.6% | -2.9% |
| 7D | +19.3% | -4.5% | +23.9% | +20.6% |
| 30D | -17.9% | +17.1% | -35.1% | -21.1% |
| 3M | -30.4% | +17.5% | -47.9% | -33.8% |
| 6M | -11.4% | +12.8% | -24.3% | -15.6% |
| YTD | +48.8% | +8.2% | +40.6% | +41.3% |
| 1Y | +66.0% | -1.8% | +67.8% | +59.9% |
| 3Y | +158.8% | -25.8% | +184.6% | +156.5% |
| 5Y | +153.2% | -68.0% | +221.2% | +191.6% |
| All | +1,362.0% | -48.2% | +1,410.2% | +1,114.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling