+1,162.1%
AMAT vs CI
+166.5%
+995.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +5.0% |
| 7D | -14.7% | -1.6% | -13.2% | -14.3% |
| 30D | -36.1% | +5.4% | -41.5% | -37.4% |
| 3M | -36.9% | +7.3% | -44.1% | -38.7% |
| 6M | -22.2% | +5.3% | -27.5% | -25.0% |
| YTD | +29.9% | +8.5% | +21.4% | +23.6% |
| 1Y | +43.3% | +17.1% | +26.2% | +32.3% |
| 3Y | +142.7% | +1.4% | +141.3% | +121.4% |
| 5Y | +126.2% | +50.5% | +75.7% | +65.0% |
| All | +1,162.1% | +166.5% | +995.6% | +666.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling