+3,317.2%
AMAT vs CG
+283.8%
+3,033.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.5% | -7.0% | -10.4% |
| 7D | -24.3% | -1.5% | -22.8% | -23.6% |
| 30D | -39.8% | +2.8% | -42.6% | -40.7% |
| 3M | -40.2% | -19.2% | -20.9% | -34.1% |
| 6M | -22.1% | -21.0% | -1.2% | -13.6% |
| YTD | +24.7% | -31.0% | +55.6% | +46.1% |
| 1Y | +33.3% | -21.1% | +54.3% | +46.0% |
| 3Y | +133.9% | +48.8% | +85.1% | +80.0% |
| 5Y | +117.1% | -21.5% | +138.6% | +119.6% |
| 10Y | +1,158.7% | +298.1% | +860.5% | +569.3% |
| All | +3,317.2% | +283.8% | +3,033.3% | +1,674.4% |
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