+158.2%
AMAT vs CAG
-39.8%
+197.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.3% |
| 7D | -2.5% | +6.6% | -9.1% | -0.5% |
| 30D | -26.5% | +13.9% | -40.4% | -23.4% |
| 3M | -28.6% | +4.0% | -32.6% | -26.9% |
| 6M | -14.2% | +10.0% | -24.2% | -10.2% |
| YTD | +45.5% | -6.1% | +51.6% | +49.2% |
| 1Y | +59.3% | -4.3% | +63.7% | +63.8% |
| 3Y | +153.1% | -34.6% | +187.7% | +149.3% |
| 5Y | +158.2% | -39.4% | +197.6% | +162.8% |
| All | +158.2% | -39.8% | +197.9% | +162.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling