+111,876.4%
AMAT vs CMS
+478.3%
+111,398.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.7% |
| 7D | -11.2% | +4.1% | -15.3% | -12.2% |
| 30D | -31.9% | +10.9% | -42.7% | -34.0% |
| 3M | -32.3% | -0.2% | -32.1% | -32.5% |
| 6M | -5.4% | -4.7% | -0.7% | -5.0% |
| YTD | +44.3% | +3.9% | +40.4% | +41.1% |
| 1Y | +61.4% | +0.4% | +61.0% | +59.3% |
| 3Y | +170.6% | +38.8% | +131.8% | +138.7% |
| 5Y | +156.4% | +37.1% | +119.3% | +124.4% |
| 10Y | +1,356.4% | +132.7% | +1,223.7% | +986.2% |
| All | +111,876.4% | +478.3% | +111,398.0% | +51,628.9% |
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