+61.4%
AMAT vs CG
-14.1%
+75.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.5% | -7.8% | -4.8% |
| 7D | -11.2% | +9.4% | -20.6% | -14.1% |
| 30D | -31.9% | +8.7% | -40.6% | -33.9% |
| 3M | -32.3% | -15.0% | -17.4% | -27.9% |
| 6M | -5.4% | -13.2% | +7.8% | -0.2% |
| YTD | +44.3% | -26.2% | +70.4% | +61.2% |
| 1Y | +61.4% | -14.1% | +75.5% | +65.9% |
| All | +61.4% | -14.1% | +75.4% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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