+100,756.0%
AMAT vs CAH
+16,621.8%
+84,134.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.8% | +3.8% |
| 7D | -14.7% | +8.5% | -23.2% | -17.0% |
| 30D | -36.1% | +17.0% | -53.1% | -39.4% |
| 3M | -36.9% | +14.6% | -51.5% | -39.9% |
| 6M | -22.2% | +42.5% | -64.7% | -31.2% |
| YTD | +29.9% | +33.5% | -3.5% | +16.9% |
| 1Y | +43.3% | +38.5% | +4.7% | +27.2% |
| 3Y | +142.7% | +179.0% | -36.3% | +68.6% |
| 5Y | +126.2% | +507.2% | -381.0% | +20.6% |
| 10Y | +1,211.7% | +448.9% | +762.8% | +589.4% |
| All | +100,756.0% | +16,621.8% | +84,134.2% | +20,473.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling