+66.9%
AMAT vs CMI
-3.8%
+70.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -1.9% |
| 7D | +11.4% | +0.5% | +10.9% | +11.1% |
| 30D | -17.0% | -14.0% | -3.0% | -1.6% |
| 3M | -30.6% | -28.1% | -2.5% | 0.0% |
| 6M | -14.9% | -35.8% | +20.9% | +39.4% |
| YTD | +44.7% | -10.5% | +55.2% | +67.4% |
| 1Y | +66.9% | -1.9% | +68.8% | +76.4% |
| All | +66.9% | -3.8% | +70.7% | +76.4% |
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