+96,674.4%
AMAT vs CI
+8,153.0%
+88,521.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.3% | -12.3% | -13.2% |
| 7D | -24.3% | +1.0% | -25.3% | -24.5% |
| 30D | -39.8% | +9.9% | -49.7% | -41.6% |
| 3M | -40.2% | +12.1% | -52.3% | -42.5% |
| 6M | -22.1% | +10.6% | -32.7% | -25.6% |
| YTD | +24.7% | +11.4% | +13.3% | +18.6% |
| 1Y | +33.3% | +18.8% | +14.5% | +24.1% |
| 3Y | +133.9% | +2.9% | +131.0% | +117.9% |
| 5Y | +117.1% | +54.5% | +62.5% | +75.8% |
| 10Y | +1,158.7% | +175.7% | +982.9% | +744.7% |
| All | +96,674.4% | +8,153.0% | +88,521.4% | +13,423.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling