+203.0%
AMAT vs CAG
-36.5%
+239.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.0% |
| 7D | -1.5% | -3.8% | +2.3% | -2.7% |
| 30D | -14.8% | +3.1% | -17.9% | -13.8% |
| 3M | -9.3% | +23.5% | -32.7% | -2.3% |
| 6M | +27.4% | -14.8% | +42.2% | +26.6% |
| YTD | +77.6% | -5.4% | +83.0% | +80.7% |
| 1Y | +188.9% | -11.8% | +200.7% | +190.7% |
| All | +203.0% | -36.5% | +239.5% | +185.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling