+247.2%
AMAT vs CMG
-3.6%
+250.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.0% |
| 7D | -1.5% | -2.8% | +1.3% | -0.4% |
| 30D | -14.8% | +7.1% | -21.9% | -17.6% |
| 3M | -9.3% | +31.2% | -40.4% | -21.2% |
| 6M | +27.4% | +0.7% | +26.7% | +24.2% |
| YTD | +77.6% | -0.1% | +77.7% | +73.1% |
| 1Y | +188.9% | -10.7% | +199.7% | +192.8% |
| 3Y | +202.3% | -4.7% | +207.0% | +173.8% |
| All | +247.2% | -3.6% | +250.8% | +209.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling