+1,315.3%
AMAT vs CB
+246.2%
+1,069.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.4% | +11.8% | +11.5% |
| 7D | -1.1% | -1.5% | +0.4% | -0.5% |
| 30D | -26.9% | +6.5% | -33.4% | -29.0% |
| 3M | -31.2% | +4.1% | -35.3% | -32.7% |
| 6M | -14.7% | +14.4% | -29.1% | -21.5% |
| YTD | +44.7% | +17.5% | +27.2% | +30.0% |
| 1Y | +62.0% | +27.5% | +34.4% | +39.1% |
| 3Y | +165.0% | +71.6% | +93.4% | +85.9% |
| 5Y | +147.1% | +100.6% | +46.5% | +55.1% |
| 10Y | +1,315.3% | +243.0% | +1,072.3% | +620.1% |
| All | +1,315.3% | +246.2% | +1,069.1% | +620.1% |
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