+1,587.5%
AMAT vs CFG
+317.4%
+1,270.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.5% | +1.5% | -3.0% | -2.2% |
| 30D | -14.8% | -3.8% | -11.0% | -13.3% |
| 3M | -9.3% | +11.5% | -20.8% | -13.9% |
| 6M | +27.4% | +19.2% | +8.2% | +17.4% |
| YTD | +77.6% | +23.7% | +53.9% | +60.5% |
| 1Y | +188.9% | +38.8% | +150.1% | +147.1% |
| 3Y | +202.3% | +178.9% | +23.4% | +82.2% |
| 5Y | +248.9% | +101.8% | +147.1% | +139.7% |
| All | +1,587.5% | +317.4% | +1,270.0% | +701.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling