+96,674.4%
AMAT vs BBWI
+1,184.1%
+95,490.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.2% | -7.4% | -11.7% |
| 7D | -24.3% | -3.1% | -21.2% | -23.5% |
| 30D | -39.8% | +23.1% | -62.9% | -43.8% |
| 3M | -40.2% | +7.3% | -47.5% | -42.5% |
| 6M | -22.1% | +22.6% | -44.7% | -28.8% |
| YTD | +24.7% | +13.3% | +11.4% | +14.6% |
| 1Y | +33.3% | -2.6% | +35.8% | +26.6% |
| 3Y | +133.9% | -25.9% | +159.8% | +128.8% |
| 5Y | +117.1% | -66.7% | +183.8% | +160.9% |
| 10Y | +1,158.7% | -41.6% | +1,200.2% | +925.8% |
| All | +96,674.4% | +1,184.1% | +95,490.3% | +22,426.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling