+147.1%
AMAT vs BBWI
-67.1%
+214.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.9% | +9.5% | +10.9% |
| 7D | -1.1% | -6.2% | +5.1% | +0.8% |
| 30D | -26.9% | +25.5% | -52.4% | -31.8% |
| 3M | -31.2% | +8.0% | -39.2% | -33.6% |
| 6M | -14.7% | +12.7% | -27.4% | -19.7% |
| YTD | +44.7% | +11.6% | +33.1% | +34.2% |
| 1Y | +62.0% | -0.9% | +62.8% | +54.0% |
| 3Y | +165.0% | -22.7% | +187.7% | +153.0% |
| 5Y | +147.1% | -67.2% | +214.3% | +244.2% |
| All | +147.1% | -67.1% | +214.2% | +244.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling