+268.9%
AMAT vs BWA
+88.6%
+180.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +5.1% |
| 7D | +7.0% | +4.3% | +2.7% | +4.3% |
| 30D | -12.2% | -2.9% | -9.3% | -10.9% |
| 3M | -3.8% | -12.4% | +8.6% | +3.8% |
| 6M | +45.9% | +28.6% | +17.4% | +27.9% |
| YTD | +84.6% | +48.2% | +36.4% | +45.0% |
| 1Y | +193.4% | +50.9% | +142.4% | +127.1% |
| 3Y | +228.1% | +72.2% | +155.9% | +125.0% |
| 5Y | +268.9% | +91.1% | +177.9% | +122.0% |
| All | +268.9% | +88.6% | +180.3% | +122.0% |
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