+137,736.4%
AMAT vs CMI
+19,768.2%
+117,968.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +3.0% |
| 7D | -1.5% | -0.7% | -0.8% | -1.1% |
| 30D | -14.8% | -13.4% | -1.4% | -8.8% |
| 3M | -9.3% | -17.0% | +7.7% | +0.3% |
| 6M | +27.4% | -1.6% | +29.0% | +31.2% |
| YTD | +77.6% | +11.0% | +66.6% | +72.9% |
| 1Y | +188.9% | +41.9% | +147.0% | +152.5% |
| 3Y | +202.3% | +151.8% | +50.5% | +105.2% |
| 5Y | +248.9% | +163.6% | +85.3% | +133.1% |
| 10Y | +1,585.2% | +472.9% | +1,112.3% | +713.7% |
| All | +137,736.4% | +19,768.2% | +117,968.2% | +12,904.7% |
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