+61.4%
AMAT vs CI
+21.2%
+40.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.7% | -2.0% |
| 7D | -11.2% | +3.5% | -14.7% | -10.0% |
| 30D | -31.9% | +12.6% | -44.5% | -29.0% |
| 3M | -32.3% | +12.1% | -44.4% | -29.5% |
| 6M | -5.4% | +10.6% | -16.0% | -2.3% |
| YTD | +44.3% | +12.8% | +31.4% | +49.8% |
| 1Y | +61.4% | +18.0% | +43.4% | +70.2% |
| All | +61.4% | +21.2% | +40.2% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling