+43.3%
AMAT vs CCJ
-24.3%
+67.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.1% | +1.7% |
| 7D | -14.7% | -7.3% | -7.4% | -10.7% |
| 30D | -36.1% | -20.0% | -16.1% | -27.3% |
| 3M | -36.9% | -23.8% | -13.0% | -26.8% |
| 6M | -22.2% | -42.4% | +20.2% | +2.9% |
| YTD | +29.9% | -22.1% | +52.0% | +42.7% |
| 1Y | +43.3% | -20.8% | +64.1% | +55.5% |
| All | +43.3% | -24.3% | +67.5% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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