+1,315.3%
AMAT vs CI
+158.0%
+1,157.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.7% | +10.7% | +11.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -26.9% | +4.7% | -31.6% | -28.2% |
| 3M | -31.2% | +5.2% | -36.4% | -32.8% |
| 6M | -14.7% | +3.8% | -18.5% | -17.3% |
| YTD | +44.7% | +9.2% | +35.5% | +37.3% |
| 1Y | +62.0% | +14.3% | +47.7% | +50.9% |
| 3Y | +165.0% | +8.4% | +156.5% | +134.5% |
| 5Y | +147.1% | +50.0% | +97.1% | +80.3% |
| 10Y | +1,315.3% | +142.2% | +1,173.1% | +722.1% |
| All | +1,315.3% | +158.0% | +1,157.2% | +722.1% |
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