+1,362.0%
AMAT vs CI
+145.6%
+1,216.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.0% |
| 7D | +19.3% | -1.7% | +21.1% | +19.9% |
| 30D | -17.9% | +4.9% | -22.8% | -19.5% |
| 3M | -30.4% | +7.4% | -37.8% | -32.5% |
| 6M | -11.4% | +0.4% | -11.8% | -13.1% |
| YTD | +48.8% | +9.5% | +39.3% | +41.1% |
| 1Y | +66.0% | +12.0% | +54.1% | +56.0% |
| 3Y | +158.8% | +7.1% | +151.7% | +130.4% |
| 5Y | +153.2% | +49.3% | +103.9% | +85.3% |
| All | +1,362.0% | +145.6% | +1,216.4% | +749.8% |
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