+1,370.8%
AMAT vs BWA
+95.2%
+1,275.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +1.6% |
| 7D | -2.5% | -2.4% | 0.0% | -0.5% |
| 30D | -26.5% | -17.7% | -8.8% | -17.5% |
| 3M | -28.6% | -27.0% | -1.6% | -14.6% |
| 6M | -14.2% | -17.3% | +3.1% | -3.8% |
| YTD | +45.5% | +12.9% | +32.6% | +34.4% |
| 1Y | +59.3% | +12.9% | +46.4% | +46.9% |
| 3Y | +153.1% | +62.1% | +91.0% | +84.3% |
| 5Y | +158.2% | +30.7% | +127.4% | +105.7% |
| 10Y | +1,370.8% | +89.2% | +1,281.6% | +900.6% |
| All | +1,370.8% | +95.2% | +1,275.6% | +900.6% |
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