+1,315.3%
AMAT vs CMS
+127.7%
+1,187.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.8% | +11.2% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | -26.9% | +7.1% | -34.0% | -28.3% |
| 3M | -31.2% | -1.3% | -29.9% | -31.1% |
| 6M | -14.7% | -2.7% | -12.0% | -14.9% |
| YTD | +44.7% | +2.6% | +42.1% | +41.9% |
| 1Y | +62.0% | -2.0% | +64.0% | +60.9% |
| 3Y | +165.0% | +39.6% | +125.3% | +126.3% |
| 5Y | +147.1% | +35.3% | +111.8% | +108.7% |
| 10Y | +1,315.3% | +132.3% | +1,182.9% | +984.3% |
| All | +1,315.3% | +127.7% | +1,187.6% | +984.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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