+43.3%
AMAT vs CME
+18.8%
+24.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.7% | +3.8% |
| 7D | -14.7% | +0.9% | -15.6% | -13.9% |
| 30D | -36.1% | +13.2% | -49.3% | -28.1% |
| 3M | -36.9% | +16.3% | -53.1% | -26.9% |
| 6M | -22.2% | +7.1% | -29.3% | -10.3% |
| YTD | +29.9% | +15.8% | +14.1% | +58.2% |
| 1Y | +43.3% | +17.1% | +26.2% | +77.1% |
| All | +43.3% | +18.8% | +24.4% | +77.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling