+165.0%
AMAT vs CG
+52.0%
+113.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +6.6% | +4.8% | +8.3% |
| 7D | -1.1% | +3.0% | -4.1% | -2.1% |
| 30D | -26.9% | +10.1% | -37.0% | -30.0% |
| 3M | -31.2% | -10.8% | -20.4% | -27.7% |
| 6M | -14.7% | -15.2% | +0.5% | -8.6% |
| YTD | +44.7% | -26.9% | +71.6% | +65.0% |
| 1Y | +62.0% | -17.0% | +79.0% | +73.2% |
| 3Y | +165.0% | +54.6% | +110.3% | +125.6% |
| All | +165.0% | +52.0% | +113.0% | +125.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling