+132.8%
AMAT vs CMS
+38.3%
+94.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.4% | -13.2% | -13.8% |
| 7D | -24.3% | +1.7% | -26.0% | -23.6% |
| 30D | -39.8% | +8.6% | -48.4% | -37.3% |
| 3M | -40.2% | -0.5% | -39.7% | -40.0% |
| 6M | -22.1% | -4.2% | -17.9% | -22.6% |
| YTD | +24.7% | +3.4% | +21.2% | +27.3% |
| 1Y | +33.3% | +0.4% | +32.8% | +34.8% |
| All | +132.8% | +38.3% | +94.5% | +152.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling