+132.8%
AMAT vs CI
+2.7%
+130.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.3% | -12.3% | -13.7% |
| 7D | -24.3% | +1.0% | -25.3% | -24.2% |
| 30D | -39.8% | +9.9% | -49.7% | -39.2% |
| 3M | -40.2% | +12.1% | -52.3% | -39.5% |
| 6M | -22.1% | +10.6% | -32.7% | -21.4% |
| YTD | +24.7% | +11.4% | +13.3% | +26.0% |
| 1Y | +33.3% | +18.8% | +14.5% | +35.0% |
| All | +132.8% | +2.7% | +130.2% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling