+188.9%
AMAT vs CMG
-11.4%
+200.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.5% |
| 7D | -1.5% | -2.8% | +1.3% | -1.1% |
| 30D | -14.8% | +7.1% | -21.9% | -15.7% |
| 3M | -9.3% | +31.2% | -40.4% | -14.0% |
| 6M | +27.4% | +0.7% | +26.7% | +28.4% |
| YTD | +77.6% | -0.1% | +77.7% | +79.0% |
| 1Y | +188.9% | -10.7% | +199.7% | +202.4% |
| All | +188.9% | -11.4% | +200.4% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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