+43.3%
AMAT vs CB
+29.6%
+13.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +1.7% |
| 7D | -14.7% | +0.2% | -15.0% | -14.3% |
| 30D | -36.1% | +9.1% | -45.2% | -27.2% |
| 3M | -36.9% | +3.4% | -40.3% | -33.1% |
| 6M | -22.2% | +14.1% | -36.3% | -2.9% |
| YTD | +29.9% | +18.0% | +11.9% | +73.6% |
| 1Y | +43.3% | +30.1% | +13.1% | +126.5% |
| All | +43.3% | +29.6% | +13.6% | +126.5% |
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