+29,436.4%
AMAT vs BWA
+3,492.4%
+25,944.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.6% | +3.0% |
| 7D | -1.5% | +5.7% | -7.2% | -4.0% |
| 30D | -14.8% | +1.4% | -16.2% | -15.5% |
| 3M | -9.3% | -12.1% | +2.8% | -3.2% |
| 6M | +27.4% | +28.6% | -1.2% | +14.2% |
| YTD | +77.6% | +51.1% | +26.5% | +45.3% |
| 1Y | +188.9% | +55.9% | +133.1% | +132.5% |
| 3Y | +202.3% | +70.1% | +132.2% | +127.3% |
| 5Y | +248.9% | +90.7% | +158.2% | +147.7% |
| 10Y | +1,585.2% | +154.0% | +1,431.2% | +900.1% |
| All | +29,436.4% | +3,492.4% | +25,944.0% | +5,159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling