+126.7%
AMAT vs CG
-22.2%
+148.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.6% |
| 7D | -14.7% | -1.2% | -13.5% | -14.0% |
| 30D | -36.1% | +5.0% | -41.1% | -37.9% |
| 3M | -36.9% | -18.2% | -18.7% | -30.3% |
| 6M | -22.2% | -20.7% | -1.5% | -13.0% |
| YTD | +29.9% | -31.4% | +61.3% | +55.3% |
| 1Y | +43.3% | -22.3% | +65.5% | +59.4% |
| 3Y | +142.7% | +50.2% | +92.5% | +71.9% |
| All | +126.7% | -22.2% | +148.9% | +130.9% |
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 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