+193.4%
AMAT vs CBOE
+26.4%
+167.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +3.3% |
| 7D | +7.0% | -4.6% | +11.6% | +5.0% |
| 30D | -12.2% | +2.6% | -14.9% | -11.1% |
| 3M | -3.8% | +4.9% | -8.8% | +0.5% |
| 6M | +45.9% | -2.2% | +48.1% | +54.2% |
| YTD | +84.6% | +17.7% | +66.9% | +115.2% |
| 1Y | +193.4% | +26.1% | +167.3% | +258.9% |
| All | +193.4% | +26.4% | +167.0% | +258.9% |
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