+1,111.0%
AMAT vs CMS
+130.3%
+980.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.4% | -13.2% | -13.5% |
| 7D | -24.3% | +1.7% | -26.0% | -24.6% |
| 30D | -39.8% | +8.6% | -48.4% | -41.1% |
| 3M | -40.2% | -0.5% | -39.7% | -40.2% |
| 6M | -22.1% | -4.2% | -17.9% | -21.9% |
| YTD | +24.7% | +3.4% | +21.2% | +22.0% |
| 1Y | +33.3% | +0.4% | +32.8% | +31.5% |
| 3Y | +133.9% | +38.2% | +95.6% | +100.9% |
| 5Y | +117.1% | +35.4% | +81.6% | +83.7% |
| All | +1,111.0% | +130.3% | +980.7% | +833.7% |
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