+167.6%
AMAT vs CB
+105.3%
+62.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.7% | +6.0% |
| 7D | +7.0% | -1.0% | +8.0% | +7.0% |
| 30D | -20.6% | +7.3% | -27.9% | -20.7% |
| 3M | -24.8% | +7.0% | -31.8% | -24.9% |
| 6M | -10.7% | +16.3% | -27.1% | -12.6% |
| YTD | +54.3% | +19.7% | +34.5% | +49.2% |
| 1Y | +73.7% | +27.8% | +45.9% | +64.4% |
| 3Y | +168.4% | +72.0% | +96.4% | +116.4% |
| 5Y | +167.6% | +104.9% | +62.7% | +92.9% |
| All | +167.6% | +105.3% | +62.3% | +92.9% |
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 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