+137,736.4%
AMAT vs CMS
+457.8%
+137,278.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -14.8% | -3.6% | -11.2% | -13.9% |
| 3M | -9.3% | -1.9% | -7.4% | -9.3% |
| 6M | +27.4% | -11.0% | +38.4% | +30.6% |
| YTD | +77.6% | +0.2% | +77.4% | +76.0% |
| 1Y | +188.9% | -1.3% | +190.3% | +186.9% |
| 3Y | +202.3% | +35.9% | +166.4% | +168.5% |
| 5Y | +248.9% | +23.1% | +225.8% | +215.7% |
| 10Y | +1,585.2% | +117.9% | +1,467.3% | +1,183.4% |
| All | +137,736.4% | +457.8% | +137,278.6% | +64,406.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling