+188.3%
AMAT vs CMI
+41.9%
+146.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +0.4% |
| 7D | +6.9% | +0.7% | +6.2% | +6.2% |
| 30D | -10.1% | -12.3% | +2.2% | +3.0% |
| 3M | -6.0% | -16.8% | +10.8% | +15.7% |
| 6M | +38.6% | +1.5% | +37.1% | +46.6% |
| YTD | +83.1% | +9.8% | +73.3% | +77.3% |
| 1Y | +188.3% | +42.6% | +145.8% | +125.9% |
| All | +188.3% | +41.9% | +146.4% | +125.9% |
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