+100,756.0%
AMAT vs CAG
+602.0%
+100,154.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +6.0% | +4.5% |
| 7D | -14.7% | +5.8% | -20.5% | -15.7% |
| 30D | -36.1% | +16.4% | -52.4% | -38.1% |
| 3M | -36.9% | +3.8% | -40.7% | -37.8% |
| 6M | -22.2% | +10.8% | -33.0% | -24.9% |
| YTD | +29.9% | -5.8% | +35.8% | +28.6% |
| 1Y | +43.3% | -2.4% | +45.6% | +40.5% |
| 3Y | +142.7% | -33.4% | +176.1% | +152.8% |
| 5Y | +126.2% | -39.4% | +165.7% | +137.5% |
| 10Y | +1,211.7% | -37.5% | +1,249.2% | +1,212.8% |
| All | +100,756.0% | +602.0% | +100,154.1% | +50,007.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling