+142.7%
AMAT vs CMG
-15.7%
+158.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +7.0% | +4.9% |
| 7D | -14.7% | +8.0% | -22.7% | -16.5% |
| 30D | -36.1% | +11.9% | -48.0% | -38.2% |
| 3M | -36.9% | +2.1% | -39.0% | -37.8% |
| 6M | -22.2% | +5.2% | -27.4% | -25.1% |
| YTD | +29.9% | -6.9% | +36.9% | +30.2% |
| 1Y | +43.3% | +12.7% | +30.6% | +33.5% |
| 3Y | +142.7% | -16.8% | +159.5% | +100.7% |
| All | +142.7% | -15.7% | +158.4% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling