+147.1%
AMAT vs CME
+70.5%
+76.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.4% | +11.8% | +11.3% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | -26.9% | +8.5% | -35.5% | -25.9% |
| 3M | -31.2% | +16.0% | -47.2% | -29.5% |
| 6M | -14.7% | +9.3% | -24.1% | -11.6% |
| YTD | +44.7% | +15.3% | +29.4% | +48.5% |
| 1Y | +62.0% | +14.4% | +47.5% | +66.2% |
| 3Y | +165.0% | +59.9% | +105.0% | +145.7% |
| 5Y | +147.1% | +69.4% | +77.7% | +111.7% |
| All | +147.1% | +70.5% | +76.6% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling