+1,162.1%
AMAT vs BWA
+84.4%
+1,077.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +2.7% |
| 7D | -14.7% | -5.5% | -9.2% | -11.6% |
| 30D | -36.1% | -21.7% | -14.4% | -26.3% |
| 3M | -36.9% | -25.6% | -11.2% | -25.5% |
| 6M | -22.2% | -17.4% | -4.8% | -12.7% |
| YTD | +29.9% | +9.2% | +20.7% | +22.2% |
| 1Y | +43.3% | +9.7% | +33.5% | +34.1% |
| 3Y | +142.7% | +54.6% | +88.0% | +81.5% |
| 5Y | +126.2% | +26.8% | +99.5% | +83.3% |
| All | +1,162.1% | +84.4% | +1,077.7% | +790.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling