+247.2%
AMAT vs CB
+99.7%
+147.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.4% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | -14.8% | -3.1% | -11.7% | -14.6% |
| 3M | -9.3% | +9.0% | -18.2% | -11.3% |
| 6M | +27.4% | +2.9% | +24.5% | +26.0% |
| YTD | +77.6% | +10.1% | +67.5% | +71.9% |
| 1Y | +188.9% | +22.8% | +166.2% | +169.1% |
| 3Y | +202.3% | +73.8% | +128.5% | +131.5% |
| All | +247.2% | +99.7% | +147.5% | +149.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling