+188.9%
AMAT vs CFG
+40.4%
+148.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | -1.5% | +1.5% | -3.0% | -2.4% |
| 30D | -14.8% | -3.8% | -11.0% | -12.8% |
| 3M | -9.3% | +11.5% | -20.8% | -15.2% |
| 6M | +27.4% | +19.2% | +8.2% | +14.0% |
| YTD | +77.6% | +23.7% | +53.9% | +55.7% |
| 1Y | +188.9% | +38.8% | +150.1% | +144.6% |
| All | +188.9% | +40.4% | +148.5% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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