-22.1%
AMAT vs CME
+7.1%
-29.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.3% | -13.2% | -13.9% |
| 7D | -24.3% | +3.7% | -27.9% | -21.3% |
| 30D | -39.8% | +13.7% | -53.5% | -31.1% |
| 3M | -40.2% | +16.6% | -56.8% | -29.4% |
| 6M | -22.1% | +8.2% | -30.3% | -4.8% |
| All | -22.1% | +7.1% | -29.2% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling