+61.4%
AMAT vs BWA
+17.4%
+44.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.7% | -1.9% |
| 7D | -11.2% | -9.9% | -1.3% | -6.0% |
| 30D | -31.9% | -16.4% | -15.5% | -24.9% |
| 3M | -32.3% | -19.8% | -12.5% | -24.2% |
| 6M | -5.4% | -10.0% | +4.6% | +3.9% |
| YTD | +44.3% | +12.7% | +31.5% | +38.4% |
| 1Y | +61.4% | +15.7% | +45.7% | +53.2% |
| All | +61.4% | +17.4% | +44.0% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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