+73.7%
AMAT vs CBOE
+42.0%
+31.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +6.6% |
| 7D | +7.0% | +6.9% | 0.0% | +10.3% |
| 30D | -20.6% | +24.1% | -44.7% | -12.6% |
| 3M | -24.8% | +30.9% | -55.7% | -15.5% |
| 6M | -10.7% | +5.9% | -16.6% | -2.9% |
| YTD | +54.3% | +48.2% | +6.1% | +98.5% |
| 1Y | +73.7% | +43.5% | +30.3% | +121.0% |
| All | +73.7% | +42.0% | +31.7% | +121.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling