+1,315.3%
AMAT vs CMI
+354.1%
+961.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.6% | +7.7% | +8.5% |
| 7D | -1.1% | -6.8% | +5.8% | +5.0% |
| 30D | -26.9% | -10.9% | -16.0% | -19.7% |
| 3M | -31.2% | -27.3% | -3.9% | -11.5% |
| 6M | -14.7% | -30.9% | +16.2% | +16.0% |
| YTD | +44.7% | -7.7% | +52.4% | +59.5% |
| 1Y | +62.0% | 0.0% | +62.0% | +68.9% |
| 3Y | +165.0% | +130.1% | +34.9% | +50.8% |
| 5Y | +147.1% | +121.5% | +25.6% | +42.9% |
| 10Y | +1,315.3% | +339.4% | +975.9% | +446.8% |
| All | +1,315.3% | +354.1% | +961.2% | +446.8% |
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