+117.1%
AMAT vs CB
+107.2%
+9.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.7% | -12.9% | -13.6% |
| 7D | -24.3% | +2.6% | -26.9% | -24.3% |
| 30D | -39.8% | +11.2% | -51.0% | -40.0% |
| 3M | -40.2% | +5.7% | -45.9% | -40.2% |
| 6M | -22.1% | +15.9% | -38.0% | -23.6% |
| YTD | +24.7% | +20.2% | +4.5% | +20.5% |
| 1Y | +33.3% | +32.4% | +0.9% | +24.7% |
| 3Y | +133.9% | +75.5% | +58.4% | +86.7% |
| 5Y | +117.1% | +105.5% | +11.6% | +56.0% |
| All | +117.1% | +107.2% | +9.9% | +56.0% |
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