+153.3%
AMAT vs CNC
-1.0%
+154.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.2% | -2.7% |
| 7D | +11.4% | +2.2% | +9.2% | +11.4% |
| 30D | -17.0% | +1.6% | -18.6% | -16.9% |
| 3M | -30.6% | +7.9% | -38.5% | -30.4% |
| 6M | -14.9% | +21.2% | -36.1% | -14.6% |
| YTD | +44.7% | +73.2% | -28.5% | +44.9% |
| 1Y | +66.9% | +97.5% | -30.6% | +67.2% |
| 3Y | +153.3% | -1.2% | +154.5% | +159.5% |
| All | +153.3% | -1.0% | +154.3% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling