+59.3%
AMAT vs CME
+16.9%
+42.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +1.9% |
| 7D | -2.5% | +1.7% | -4.1% | -0.9% |
| 30D | -26.5% | +10.2% | -36.7% | -19.2% |
| 3M | -28.6% | +17.8% | -46.4% | -16.3% |
| 6M | -14.2% | +11.0% | -25.2% | +1.5% |
| YTD | +45.5% | +17.0% | +28.4% | +78.5% |
| 1Y | +59.3% | +15.8% | +43.5% | +94.6% |
| All | +59.3% | +16.9% | +42.5% | +94.6% |
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 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