+1,587.5%
AMAT vs CME
+281.4%
+1,306.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | -1.6% | +0.1% | -1.0% |
| 30D | -14.8% | +6.2% | -21.0% | -16.5% |
| 3M | -9.3% | +10.4% | -19.7% | -12.9% |
| 6M | +27.4% | -9.5% | +36.9% | +30.5% |
| YTD | +77.6% | +6.0% | +71.6% | +69.9% |
| 1Y | +188.9% | +9.3% | +179.7% | +171.3% |
| 3Y | +202.3% | +57.7% | +144.6% | +129.0% |
| 5Y | +248.9% | +77.7% | +171.2% | +143.5% |
| All | +1,587.5% | +281.4% | +1,306.1% | +898.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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