+59.3%
AMAT vs CAG
-5.9%
+65.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.1% |
| 7D | -2.5% | +6.6% | -9.1% | +2.1% |
| 30D | -26.5% | +13.9% | -40.4% | -19.1% |
| 3M | -28.6% | +4.0% | -32.6% | -24.8% |
| 6M | -14.2% | +10.0% | -24.2% | -3.8% |
| YTD | +45.5% | -6.1% | +51.6% | +53.0% |
| 1Y | +59.3% | -4.3% | +63.7% | +69.2% |
| All | +59.3% | -5.9% | +65.3% | +69.2% |
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