+1,162.1%
AMAT vs CB
+248.0%
+914.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.9% |
| 7D | -14.7% | +0.2% | -15.0% | -14.9% |
| 30D | -36.1% | +9.1% | -45.2% | -38.5% |
| 3M | -36.9% | +3.4% | -40.3% | -38.1% |
| 6M | -22.2% | +14.1% | -36.3% | -28.3% |
| YTD | +29.9% | +18.0% | +11.9% | +16.6% |
| 1Y | +43.3% | +30.1% | +13.1% | +21.8% |
| 3Y | +142.7% | +71.8% | +70.9% | +70.3% |
| 5Y | +126.2% | +101.8% | +24.4% | +41.7% |
| All | +1,162.1% | +248.0% | +914.1% | +566.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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