+247.2%
AMAT vs CAH
+414.2%
-167.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.4% |
| 7D | -1.5% | +5.4% | -6.9% | -2.6% |
| 30D | -14.8% | +3.3% | -18.1% | -15.5% |
| 3M | -9.3% | +22.8% | -32.1% | -13.9% |
| 6M | +27.4% | +11.3% | +16.1% | +23.8% |
| YTD | +77.6% | +21.1% | +56.4% | +68.8% |
| 1Y | +188.9% | +67.2% | +121.7% | +149.7% |
| 3Y | +202.3% | +195.6% | +6.7% | +113.0% |
| All | +247.2% | +414.2% | -167.0% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling