+1,587.5%
AMAT vs BWA
+151.8%
+1,435.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.6% | +2.8% |
| 7D | -1.5% | +5.7% | -7.2% | -4.5% |
| 30D | -14.8% | +1.4% | -16.2% | -15.6% |
| 3M | -9.3% | -12.1% | +2.8% | -2.1% |
| 6M | +27.4% | +28.6% | -1.2% | +11.7% |
| YTD | +77.6% | +51.1% | +26.5% | +38.9% |
| 1Y | +188.9% | +55.9% | +133.1% | +121.2% |
| 3Y | +202.3% | +70.1% | +132.2% | +111.9% |
| 5Y | +248.9% | +90.7% | +158.2% | +124.0% |
| All | +1,587.5% | +151.8% | +1,435.7% | +797.9% |
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