-24.3%
AMAT vs CBRS
-74.4%
+50.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.8% | -5.5% | +1.2% |
| 7D | -14.7% | -17.9% | +3.2% | -9.7% |
| 30D | -36.1% | -48.8% | +12.7% | -23.3% |
| 3M | -36.9% | -57.6% | +20.7% | -21.1% |
| All | -24.3% | -74.4% | +50.1% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 3y: compounded portfolio wealth divided by compounded CBRS 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…
3y analysis · Full analysis span regression · Available span rolling