+2,870.4%
AMAT vs CME
+8,206.4%
-5,336.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.3% | -13.2% | -13.5% |
| 7D | -24.3% | +3.7% | -27.9% | -25.2% |
| 30D | -39.8% | +13.7% | -53.5% | -42.6% |
| 3M | -40.2% | +16.6% | -56.8% | -43.5% |
| 6M | -22.1% | +8.2% | -30.3% | -25.7% |
| YTD | +24.7% | +16.3% | +8.3% | +15.0% |
| 1Y | +33.3% | +19.1% | +14.2% | +21.6% |
| 3Y | +133.9% | +67.4% | +66.5% | +83.4% |
| 5Y | +117.1% | +71.0% | +46.1% | +67.5% |
| 10Y | +1,158.7% | +338.9% | +819.7% | +589.0% |
| All | +2,870.4% | +8,206.4% | -5,336.0% | +449.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling