+1,370.8%
AMAT vs CAG
-38.9%
+1,409.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | -2.5% | +6.6% | -9.1% | -2.5% |
| 30D | -26.5% | +13.9% | -40.4% | -26.7% |
| 3M | -28.6% | +4.0% | -32.6% | -28.6% |
| 6M | -14.2% | +10.0% | -24.2% | -14.6% |
| YTD | +45.5% | -6.1% | +51.6% | +46.2% |
| 1Y | +59.3% | -4.3% | +63.7% | +59.7% |
| 3Y | +153.1% | -34.6% | +187.7% | +161.6% |
| 5Y | +158.2% | -39.4% | +197.6% | +167.2% |
| 10Y | +1,370.8% | -34.2% | +1,405.0% | +1,273.3% |
| All | +1,370.8% | -38.9% | +1,409.7% | +1,273.3% |
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