+117.5%
AMAT vs CAG
-38.4%
+155.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +2.7% | -16.3% | -12.8% |
| 7D | -24.3% | +11.4% | -35.6% | -21.7% |
| 30D | -39.8% | +16.7% | -56.4% | -36.8% |
| 3M | -40.2% | +4.5% | -44.7% | -38.6% |
| 6M | -22.1% | +13.3% | -35.5% | -17.9% |
| YTD | +24.7% | -4.2% | +28.8% | +28.6% |
| 1Y | +33.3% | -2.9% | +36.2% | +37.7% |
| 3Y | +133.9% | -33.2% | +167.0% | +131.8% |
| All | +117.5% | -38.4% | +155.9% | +122.2% |
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 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