+137,736.4%
AMAT vs BBWI
+1,034.6%
+136,701.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +3.5% |
| 7D | -1.5% | +1.5% | -3.0% | -1.9% |
| 30D | -14.8% | -5.2% | -9.6% | -14.0% |
| 3M | -9.3% | +11.1% | -20.4% | -13.3% |
| 6M | +27.4% | -13.4% | +40.8% | +29.4% |
| YTD | +77.6% | +0.1% | +77.5% | +71.2% |
| 1Y | +188.9% | -36.1% | +225.1% | +214.5% |
| 3Y | +202.3% | -44.1% | +246.4% | +225.1% |
| 5Y | +248.9% | -66.2% | +315.1% | +321.4% |
| 10Y | +1,585.2% | -54.8% | +1,640.0% | +1,408.0% |
| All | +137,736.4% | +1,034.6% | +136,701.8% | +33,567.1% |
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