+61.4%
AMAT vs CMG
+12.0%
+49.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.8% | -9.1% | -3.7% |
| 7D | -11.2% | +22.5% | -33.7% | -13.0% |
| 30D | -31.9% | +14.1% | -46.0% | -32.8% |
| 3M | -32.3% | +4.1% | -36.4% | -32.9% |
| 6M | -5.4% | +10.1% | -15.5% | -7.3% |
| YTD | +44.3% | -4.9% | +49.1% | +47.5% |
| 1Y | +61.4% | +10.9% | +50.5% | +54.0% |
| All | +61.4% | +12.0% | +49.4% | +54.0% |
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