+1,315.3%
AMAT vs CFG
+248.3%
+1,067.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.9% | +8.4% | +10.0% |
| 7D | -1.1% | +0.3% | -1.3% | -1.0% |
| 30D | -26.9% | +3.2% | -30.1% | -27.8% |
| 3M | -31.2% | -9.7% | -21.5% | -27.9% |
| 6M | -14.7% | +3.6% | -18.3% | -16.4% |
| YTD | +44.7% | +14.7% | +30.0% | +35.5% |
| 1Y | +62.0% | +29.6% | +32.4% | +43.4% |
| 3Y | +165.0% | +190.6% | -25.6% | +57.6% |
| 5Y | +147.1% | +67.1% | +80.0% | +85.7% |
| 10Y | +1,315.3% | +237.0% | +1,078.3% | +828.3% |
| All | +1,315.3% | +248.3% | +1,067.0% | +828.3% |
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