+188.9%
AMAT vs CEG
-3.0%
+192.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.9% | -0.6% | +2.1% |
| 7D | -1.5% | +8.0% | -9.5% | -5.0% |
| 30D | -14.8% | +12.9% | -27.7% | -19.6% |
| 3M | -9.3% | +13.2% | -22.4% | -14.4% |
| 6M | +27.4% | -7.0% | +34.4% | +29.1% |
| YTD | +77.6% | -15.0% | +92.6% | +84.1% |
| 1Y | +188.9% | -2.7% | +191.7% | +189.6% |
| All | +188.9% | -3.0% | +192.0% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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