+4,317.0%
AMAT vs CBOE
+1,045.3%
+3,271.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.3% |
| 7D | -1.5% | -3.6% | +2.1% | -0.7% |
| 30D | -14.8% | +5.1% | -19.9% | -15.9% |
| 3M | -9.3% | +4.6% | -13.9% | -11.3% |
| 6M | +27.4% | -0.3% | +27.7% | +24.7% |
| YTD | +77.6% | +19.8% | +57.8% | +64.3% |
| 1Y | +188.9% | +28.4% | +160.6% | +160.6% |
| 3Y | +202.3% | +104.1% | +98.2% | +122.0% |
| 5Y | +248.9% | +150.9% | +98.0% | +132.8% |
| 10Y | +1,585.2% | +393.5% | +1,191.7% | +768.9% |
| All | +4,317.0% | +1,045.3% | +3,271.6% | +1,427.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling