+126.7%
AMAT vs BWA
+26.5%
+100.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +2.6% |
| 7D | -14.7% | -5.5% | -9.2% | -11.5% |
| 30D | -36.1% | -21.7% | -14.4% | -25.9% |
| 3M | -36.9% | -25.6% | -11.2% | -25.0% |
| 6M | -22.2% | -17.4% | -4.8% | -12.2% |
| YTD | +29.9% | +9.2% | +20.7% | +21.9% |
| 1Y | +43.3% | +9.7% | +33.5% | +33.7% |
| 3Y | +142.7% | +54.6% | +88.0% | +76.8% |
| All | +126.7% | +26.5% | +100.2% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling