+1,315.3%
AMAT vs CNC
+158.2%
+1,157.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.7% | +13.1% | +11.7% |
| 7D | -1.1% | +3.0% | -4.1% | -2.0% |
| 30D | -26.9% | +4.9% | -31.8% | -28.0% |
| 3M | -31.2% | +4.2% | -35.4% | -32.4% |
| 6M | -14.7% | +22.5% | -37.2% | -19.6% |
| YTD | +44.7% | +66.6% | -21.9% | +25.1% |
| 1Y | +62.0% | +82.5% | -20.5% | +36.5% |
| 3Y | +165.0% | -4.1% | +169.0% | +148.7% |
| 5Y | +147.1% | -8.3% | +155.4% | +130.2% |
| 10Y | +1,315.3% | +153.6% | +1,161.6% | +945.5% |
| All | +1,315.3% | +158.2% | +1,157.1% | +945.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling