+37,014.0%
AMAT vs CB
+7,216.6%
+29,797.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -4.1% |
| 7D | -11.2% | +5.3% | -16.5% | -13.0% |
| 30D | -31.9% | +13.2% | -45.1% | -35.2% |
| 3M | -32.3% | +7.8% | -40.1% | -34.6% |
| 6M | -5.4% | +15.8% | -21.2% | -12.4% |
| YTD | +44.3% | +21.0% | +23.3% | +30.3% |
| 1Y | +61.4% | +32.2% | +29.2% | +40.5% |
| 3Y | +170.6% | +76.7% | +93.9% | +105.7% |
| 5Y | +156.4% | +110.4% | +46.1% | +80.5% |
| 10Y | +1,356.4% | +261.0% | +1,095.4% | +720.3% |
| All | +37,014.0% | +7,216.6% | +29,797.3% | +8,082.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling