+117.1%
AMAT vs CI
+54.1%
+62.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.3% | -12.3% | -13.5% |
| 7D | -24.3% | +1.0% | -25.3% | -24.3% |
| 30D | -39.8% | +9.9% | -49.7% | -40.1% |
| 3M | -40.2% | +12.1% | -52.3% | -40.7% |
| 6M | -22.1% | +10.6% | -32.7% | -23.1% |
| YTD | +24.7% | +11.4% | +13.3% | +23.0% |
| 1Y | +33.3% | +18.8% | +14.5% | +30.4% |
| 3Y | +133.9% | +2.9% | +131.0% | +125.4% |
| 5Y | +117.1% | +54.5% | +62.5% | +64.6% |
| All | +117.1% | +54.1% | +62.9% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling