+61.4%
AMAT vs CNC
+122.0%
-60.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.6% | -15.9% | -2.2% |
| 7D | -11.2% | +13.4% | -24.6% | -10.1% |
| 30D | -31.9% | +18.2% | -50.1% | -30.9% |
| 3M | -32.3% | +18.6% | -51.0% | -31.4% |
| 6M | -5.4% | +41.9% | -47.3% | -4.0% |
| YTD | +44.3% | +84.7% | -40.5% | +41.6% |
| 1Y | +61.4% | +110.5% | -49.1% | +55.2% |
| All | +61.4% | +122.0% | -60.6% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling