+100,756.0%
AMAT vs CMI
+15,846.7%
+84,909.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | -14.7% | -10.0% | -4.7% | -10.3% |
| 30D | -36.1% | -13.0% | -23.1% | -31.7% |
| 3M | -36.9% | -29.9% | -7.0% | -25.3% |
| 6M | -22.2% | -36.7% | +14.5% | -2.3% |
| YTD | +29.9% | -10.9% | +40.9% | +40.4% |
| 1Y | +43.3% | -1.3% | +44.6% | +48.2% |
| 3Y | +142.7% | +117.4% | +25.3% | +77.3% |
| 5Y | +126.2% | +112.9% | +13.3% | +67.5% |
| 10Y | +1,211.7% | +366.7% | +845.1% | +600.6% |
| All | +100,756.0% | +15,846.7% | +84,909.4% | +10,465.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling