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  • AMAT vs CG✓SelectedUSD · CGAMAT vs CG performance historyLatest closeAs of+4.31%09/04
Stock and ETF performance explorer

AMAT vs CG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,767.1%
CG return
+351.2%
Excess return
+4,415.9%
Maximum drawdown
-55.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCGExcessAlpha
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