+58.5%
AMAT vs CNC
+93.0%
-34.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.7% | +13.1% | +11.2% |
| 7D | -1.1% | +3.0% | -4.1% | -0.6% |
| 30D | -26.9% | +4.9% | -31.8% | -26.5% |
| 3M | -31.2% | +4.2% | -35.4% | -30.8% |
| 6M | -14.7% | +22.5% | -37.2% | -14.2% |
| YTD | +44.7% | +66.6% | -21.9% | +37.9% |
| All | +58.5% | +93.0% | -34.5% | +41.1% |
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