+1,315.3%
AMAT vs CAG
-38.3%
+1,353.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.3% | +11.0% | +11.4% |
| 7D | -1.1% | +4.6% | -5.6% | -1.1% |
| 30D | -26.9% | +14.7% | -41.6% | -27.2% |
| 3M | -31.2% | +2.4% | -33.6% | -31.2% |
| 6M | -14.7% | +10.7% | -25.4% | -15.2% |
| YTD | +44.7% | -5.5% | +50.2% | +45.4% |
| 1Y | +62.0% | -4.6% | +66.5% | +62.4% |
| 3Y | +165.0% | -34.4% | +199.4% | +174.3% |
| 5Y | +147.1% | -39.2% | +186.3% | +156.1% |
| 10Y | +1,315.3% | -39.0% | +1,354.2% | +1,289.7% |
| All | +1,315.3% | -38.3% | +1,353.6% | +1,289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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