+4,767.1%
AMAT vs CG
+351.2%
+4,415.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.1% |
| 7D | -1.5% | -4.3% | +2.8% | +0.6% |
| 30D | -14.8% | -5.1% | -9.7% | -13.0% |
| 3M | -9.3% | +8.7% | -17.9% | -13.4% |
| 6M | +27.4% | -9.2% | +36.6% | +32.2% |
| YTD | +77.6% | -18.9% | +96.4% | +93.0% |
| 1Y | +188.9% | -25.6% | +214.6% | +225.5% |
| 3Y | +202.3% | +57.3% | +145.0% | +126.6% |
| 5Y | +248.9% | +10.2% | +238.7% | +201.8% |
| 10Y | +1,585.2% | +364.2% | +1,221.0% | +732.4% |
| All | +4,767.1% | +351.2% | +4,415.9% | +2,243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling