+66.9%
AMAT vs BBWI
+0.1%
+66.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.9% |
| 7D | +11.4% | +0.1% | +11.2% | +11.4% |
| 30D | -17.0% | +12.9% | -29.9% | -18.1% |
| 3M | -30.6% | +16.0% | -46.6% | -32.0% |
| 6M | -14.9% | +16.6% | -31.6% | -17.3% |
| YTD | +44.7% | +9.7% | +34.9% | +41.7% |
| 1Y | +66.9% | +1.5% | +65.4% | +65.0% |
| All | +66.9% | +0.1% | +66.8% | +65.0% |
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