+58.5%
AMAT vs CMG
+15.7%
+42.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.8% | +7.6% | +11.1% |
| 7D | -1.1% | +8.6% | -9.7% | -1.7% |
| 30D | -26.9% | +13.1% | -40.1% | -27.8% |
| 3M | -31.2% | +9.0% | -40.2% | -32.1% |
| 6M | -14.7% | +10.0% | -24.7% | -15.7% |
| YTD | +44.7% | -3.4% | +48.1% | +47.8% |
| All | +58.5% | +15.7% | +42.8% | +49.5% |
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