+1,362.0%
AMAT vs BWA
+94.6%
+1,267.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.0% | -3.3% |
| 7D | +19.3% | +7.3% | +12.0% | +14.9% |
| 30D | -17.9% | -15.8% | -2.1% | -8.9% |
| 3M | -30.4% | -25.7% | -4.7% | -17.5% |
| 6M | -11.4% | -19.6% | +8.2% | +0.9% |
| YTD | +48.8% | +14.1% | +34.7% | +36.6% |
| 1Y | +66.0% | +12.2% | +53.9% | +53.7% |
| 3Y | +158.8% | +63.8% | +95.0% | +87.3% |
| 5Y | +153.2% | +28.7% | +124.5% | +103.4% |
| All | +1,362.0% | +94.6% | +1,267.4% | +872.7% |
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