+158.2%
AMAT vs CG
-16.5%
+174.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +1.3% |
| 7D | -2.5% | +2.0% | -4.4% | -3.1% |
| 30D | -26.5% | +8.5% | -35.1% | -29.6% |
| 3M | -28.6% | -12.1% | -16.4% | -23.9% |
| 6M | -14.2% | -16.4% | +2.2% | -6.7% |
| YTD | +45.5% | -28.0% | +73.4% | +69.6% |
| 1Y | +59.3% | -18.9% | +78.2% | +73.6% |
| 3Y | +153.1% | +51.2% | +101.8% | +79.7% |
| 5Y | +158.2% | -15.9% | +174.0% | +152.5% |
| All | +158.2% | -16.5% | +174.7% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling