+1,362.0%
AMAT vs CMI
+323.3%
+1,038.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -2.3% |
| 7D | +19.3% | +1.5% | +17.8% | +18.2% |
| 30D | -17.9% | -14.0% | -4.0% | -7.3% |
| 3M | -30.4% | -28.3% | -2.1% | -9.5% |
| 6M | -11.4% | -34.9% | +23.5% | +26.0% |
| YTD | +48.8% | -9.9% | +58.6% | +67.1% |
| 1Y | +66.0% | -3.6% | +69.7% | +78.0% |
| 3Y | +158.8% | +120.9% | +37.9% | +51.6% |
| 5Y | +153.2% | +116.1% | +37.1% | +49.2% |
| All | +1,362.0% | +323.3% | +1,038.7% | +463.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling