+66.9%
AMAT vs CB
+28.5%
+38.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -1.2% |
| 7D | +11.4% | +2.9% | +8.4% | +16.1% |
| 30D | -17.0% | +7.3% | -24.4% | -7.6% |
| 3M | -30.6% | +9.4% | -40.0% | -20.4% |
| 6M | -14.9% | +19.6% | -34.6% | +12.4% |
| YTD | +44.7% | +21.5% | +23.2% | +101.0% |
| 1Y | +66.9% | +28.0% | +38.9% | +149.5% |
| All | +66.9% | +28.5% | +38.3% | +149.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling