+66.9%
AMAT vs BWA
+12.3%
+54.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +11.4% | +4.3% | +7.1% | +8.8% |
| 30D | -17.0% | -13.0% | -4.0% | -10.0% |
| 3M | -30.6% | -24.8% | -5.8% | -18.8% |
| 6M | -14.9% | -23.5% | +8.6% | -0.3% |
| YTD | +44.7% | +13.8% | +30.8% | +40.1% |
| 1Y | +66.9% | +13.4% | +53.5% | +61.7% |
| All | +66.9% | +12.3% | +54.6% | +61.7% |
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 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