+117.1%
AMAT vs CME
+69.1%
+47.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.3% | -13.2% | -13.6% |
| 7D | -24.3% | +3.7% | -27.9% | -23.8% |
| 30D | -39.8% | +13.7% | -53.5% | -38.5% |
| 3M | -40.2% | +16.6% | -56.8% | -38.7% |
| 6M | -22.1% | +8.2% | -30.3% | -19.2% |
| YTD | +24.7% | +16.3% | +8.3% | +28.1% |
| 1Y | +33.3% | +19.1% | +14.2% | +36.4% |
| 3Y | +133.9% | +67.4% | +66.5% | +113.3% |
| 5Y | +117.1% | +71.0% | +46.1% | +86.9% |
| All | +117.1% | +69.1% | +47.9% | +86.9% |
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