+1,425.2%
AMAT vs CBOE
+520.8%
+904.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.9% |
| 7D | +7.0% | +6.9% | 0.0% | +5.7% |
| 30D | -20.6% | +24.1% | -44.7% | -24.0% |
| 3M | -24.8% | +30.9% | -55.7% | -28.9% |
| 6M | -10.7% | +5.9% | -16.6% | -12.1% |
| YTD | +54.3% | +48.2% | +6.1% | +37.0% |
| 1Y | +73.7% | +43.5% | +30.3% | +55.6% |
| 3Y | +168.4% | +117.0% | +51.4% | +98.1% |
| 5Y | +167.6% | +203.4% | -35.8% | +65.4% |
| 10Y | +1,425.2% | +515.9% | +909.3% | +585.5% |
| All | +1,425.2% | +520.8% | +904.3% | +585.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling