+1,665.8%
AMAT vs CMG
+322.4%
+1,343.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +7.0% | -1.5% | +8.5% | +7.5% |
| 30D | -12.2% | +12.7% | -24.9% | -16.6% |
| 3M | -3.8% | +26.3% | -30.1% | -14.0% |
| 6M | +45.9% | +4.5% | +41.4% | +39.9% |
| YTD | +84.6% | -0.1% | +84.7% | +79.9% |
| 1Y | +193.4% | -6.8% | +200.2% | +190.2% |
| 3Y | +228.1% | -5.0% | +233.1% | +212.1% |
| 5Y | +268.9% | -3.0% | +272.0% | +238.1% |
| 10Y | +1,665.8% | +323.6% | +1,342.2% | +930.1% |
| All | +1,665.8% | +322.4% | +1,343.4% | +930.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling