+43.3%
AMAT vs BBWI
-6.0%
+49.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.5% | +4.6% |
| 7D | -14.7% | -6.2% | -8.5% | -14.0% |
| 30D | -36.1% | +19.9% | -56.0% | -37.5% |
| 3M | -36.9% | +7.1% | -44.0% | -37.3% |
| 6M | -22.2% | +13.7% | -35.9% | -24.1% |
| YTD | +29.9% | +9.6% | +20.3% | +27.0% |
| 1Y | +43.3% | -1.6% | +44.9% | +42.7% |
| All | +43.3% | -6.0% | +49.2% | +42.7% |
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