+132.8%
AMAT vs CB
+74.6%
+58.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.7% | -12.9% | -13.9% |
| 7D | -24.3% | +2.6% | -26.9% | -23.3% |
| 30D | -39.8% | +11.2% | -51.0% | -36.7% |
| 3M | -40.2% | +5.7% | -45.9% | -38.3% |
| 6M | -22.1% | +15.9% | -38.0% | -16.8% |
| YTD | +24.7% | +20.2% | +4.5% | +33.7% |
| 1Y | +33.3% | +32.4% | +0.9% | +42.7% |
| All | +132.8% | +74.6% | +58.2% | +126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling