+1,587.5%
AMAT vs CB
+218.6%
+1,368.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +5.1% |
| 7D | -1.5% | +0.5% | -2.0% | -1.8% |
| 30D | -14.8% | -3.1% | -11.7% | -13.8% |
| 3M | -9.3% | +9.0% | -18.2% | -14.4% |
| 6M | +27.4% | +2.9% | +24.5% | +23.0% |
| YTD | +77.6% | +10.1% | +67.5% | +64.6% |
| 1Y | +188.9% | +22.8% | +166.2% | +151.6% |
| 3Y | +202.3% | +73.8% | +128.5% | +108.4% |
| 5Y | +248.9% | +99.2% | +149.7% | +117.8% |
| All | +1,587.5% | +218.6% | +1,368.8% | +701.2% |
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