+1,315.3%
AMAT vs CMG
+381.0%
+934.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.8% | +7.6% | +9.9% |
| 7D | -1.1% | +8.6% | -9.7% | -4.3% |
| 30D | -26.9% | +13.1% | -40.1% | -30.7% |
| 3M | -31.2% | +9.0% | -40.2% | -34.4% |
| 6M | -14.7% | +10.0% | -24.7% | -20.7% |
| YTD | +44.7% | -3.4% | +48.1% | +41.5% |
| 1Y | +62.0% | +16.8% | +45.1% | +45.4% |
| 3Y | +165.0% | -14.7% | +179.7% | +161.5% |
| 5Y | +147.1% | -1.5% | +148.6% | +122.6% |
| 10Y | +1,315.3% | +383.6% | +931.7% | +723.4% |
| All | +1,315.3% | +381.0% | +934.2% | +723.4% |
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 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