+1,162.1%
AMAT vs CBOE
+526.4%
+635.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.2% | +4.2% |
| 7D | -14.7% | +5.3% | -20.0% | -15.5% |
| 30D | -36.1% | +25.5% | -61.6% | -39.0% |
| 3M | -36.9% | +22.5% | -59.4% | -39.6% |
| 6M | -22.2% | +2.6% | -24.8% | -23.1% |
| YTD | +29.9% | +41.8% | -11.9% | +16.4% |
| 1Y | +43.3% | +40.9% | +2.4% | +28.4% |
| 3Y | +142.7% | +108.7% | +33.9% | +80.5% |
| 5Y | +126.2% | +181.4% | -55.2% | +43.7% |
| All | +1,162.1% | +526.4% | +635.7% | +557.5% |
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