+1,665.8%
AMAT vs CAH
+292.2%
+1,373.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +4.9% |
| 7D | +7.0% | +0.5% | +6.5% | +6.7% |
| 30D | -12.2% | +1.7% | -13.9% | -13.0% |
| 3M | -3.8% | +17.9% | -21.7% | -9.9% |
| 6M | +45.9% | +10.9% | +35.0% | +39.1% |
| YTD | +84.6% | +17.9% | +66.8% | +72.0% |
| 1Y | +193.4% | +61.7% | +131.7% | +140.5% |
| 3Y | +228.1% | +183.7% | +44.3% | +111.0% |
| 5Y | +268.9% | +401.3% | -132.4% | +83.2% |
| 10Y | +1,665.8% | +293.7% | +1,372.1% | +774.2% |
| All | +1,665.8% | +292.2% | +1,373.5% | +774.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAH 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling