+1,162.1%
AMAT vs CAPR
-68.5%
+1,230.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.4% | +4.1% |
| 7D | -14.7% | +41.1% | -55.8% | -15.4% |
| 30D | -36.1% | +11.1% | -47.2% | -36.3% |
| 3M | -36.9% | +115.3% | -152.2% | -38.5% |
| 6M | -22.2% | -73.8% | +51.6% | -21.0% |
| YTD | +29.9% | -68.8% | +98.7% | +31.0% |
| 1Y | +43.3% | +43.3% | -0.1% | +30.5% |
| 3Y | +142.7% | +214.7% | -72.0% | +104.5% |
| 5Y | +126.2% | +141.3% | -15.1% | +88.2% |
| All | +1,162.1% | -68.5% | +1,230.6% | +874.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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