+1,416.2%
AMAT vs CFG
+216.8%
+1,199.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +5.6% |
| 7D | +7.0% | -0.8% | +7.7% | +7.7% |
| 30D | -20.6% | +3.1% | -23.7% | -21.6% |
| 3M | -24.8% | -9.7% | -15.0% | -21.1% |
| 6M | -10.7% | +6.7% | -17.4% | -13.6% |
| YTD | +54.3% | +15.2% | +39.1% | +44.1% |
| 1Y | +73.7% | +28.8% | +44.9% | +54.1% |
| 3Y | +168.4% | +190.1% | -21.7% | +59.3% |
| 5Y | +167.6% | +63.4% | +104.2% | +102.8% |
| All | +1,416.2% | +216.8% | +1,199.5% | +790.6% |
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 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