+126.7%
AMAT vs CMS
+32.6%
+94.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.0% |
| 7D | -14.7% | -1.3% | -13.4% | -14.8% |
| 30D | -36.1% | +6.3% | -42.4% | -35.7% |
| 3M | -36.9% | -2.1% | -34.8% | -36.9% |
| 6M | -22.2% | -5.1% | -17.1% | -22.4% |
| YTD | +29.9% | +1.3% | +28.7% | +29.5% |
| 1Y | +43.3% | -1.4% | +44.7% | +42.8% |
| 3Y | +142.7% | +36.9% | +105.7% | +130.3% |
| All | +126.7% | +32.6% | +94.1% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling