+193.4%
AMAT vs CNC
+122.5%
+70.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.6% | +4.0% |
| 7D | +7.0% | -1.0% | +8.0% | +7.0% |
| 30D | -12.2% | -1.8% | -10.4% | -12.3% |
| 3M | -3.8% | -0.7% | -3.1% | -3.8% |
| 6M | +45.9% | +47.9% | -2.0% | +43.2% |
| YTD | +84.6% | +56.9% | +27.7% | +78.5% |
| 1Y | +193.4% | +123.9% | +69.4% | +177.5% |
| All | +193.4% | +122.5% | +70.8% | +177.5% |
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 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