+61.4%
AMAT vs CMI
+10.9%
+50.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.8% | +2.5% | +2.7% |
| 7D | -11.2% | -11.2% | 0.0% | +0.3% |
| 30D | -31.9% | -9.8% | -22.0% | -24.4% |
| 3M | -32.3% | -25.5% | -6.8% | -8.1% |
| 6M | -5.4% | -27.7% | +22.3% | +36.0% |
| YTD | +44.3% | -6.6% | +50.9% | +64.9% |
| 1Y | +61.4% | +11.7% | +49.7% | +68.7% |
| All | +61.4% | +10.9% | +50.5% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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