+66.9%
AMAT vs CAG
-9.3%
+76.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -4.0% | -1.9% |
| 7D | +11.4% | -3.3% | +14.7% | +8.9% |
| 30D | -17.0% | +7.7% | -24.7% | -11.9% |
| 3M | -30.6% | -3.2% | -27.4% | -30.0% |
| 6M | -14.9% | +7.0% | -21.9% | -6.4% |
| YTD | +44.7% | -9.0% | +53.7% | +49.6% |
| 1Y | +66.9% | -9.6% | +76.5% | +72.3% |
| All | +66.9% | -9.3% | +76.2% | +72.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling