+137,736.4%
AMAT vs CAH
+15,076.3%
+122,660.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | -1.5% | +5.4% | -6.9% | -3.2% |
| 30D | -14.8% | +3.3% | -18.1% | -15.8% |
| 3M | -9.3% | +22.8% | -32.1% | -15.5% |
| 6M | +27.4% | +11.3% | +16.1% | +22.0% |
| YTD | +77.6% | +21.1% | +56.4% | +65.4% |
| 1Y | +188.9% | +67.2% | +121.7% | +140.9% |
| 3Y | +202.3% | +195.6% | +6.7% | +106.4% |
| 5Y | +248.9% | +413.8% | -164.9% | +96.8% |
| 10Y | +1,585.2% | +309.6% | +1,275.6% | +870.5% |
| All | +137,736.4% | +15,076.3% | +122,660.1% | +29,014.1% |
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