+1,315.3%
AMAT vs CAH
+427.0%
+888.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.9% | +10.4% | +11.1% |
| 7D | -1.1% | +7.8% | -8.9% | -3.7% |
| 30D | -26.9% | +15.5% | -42.4% | -30.7% |
| 3M | -31.2% | +16.3% | -47.5% | -35.1% |
| 6M | -14.7% | +50.0% | -64.7% | -27.1% |
| YTD | +44.7% | +34.7% | +10.0% | +28.1% |
| 1Y | +62.0% | +35.9% | +26.0% | +42.8% |
| 3Y | +165.0% | +178.5% | -13.5% | +71.9% |
| 5Y | +147.1% | +515.7% | -368.6% | +11.9% |
| 10Y | +1,315.3% | +421.5% | +893.8% | +573.9% |
| All | +1,315.3% | +427.0% | +888.3% | +573.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling