+2,967.0%
AMAT vs CNC
+5,537.6%
-2,570.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.8% | +4.6% |
| 7D | -1.5% | +3.5% | -5.0% | -2.2% |
| 30D | -14.8% | +0.1% | -14.9% | -14.9% |
| 3M | -9.3% | +6.9% | -16.2% | -10.9% |
| 6M | +27.4% | +49.0% | -21.6% | +15.5% |
| YTD | +77.6% | +62.9% | +14.7% | +57.6% |
| 1Y | +188.9% | +134.0% | +54.9% | +136.2% |
| 3Y | +202.3% | +9.4% | +192.9% | +174.1% |
| 5Y | +248.9% | +4.1% | +244.8% | +215.6% |
| 10Y | +1,585.2% | +95.4% | +1,489.8% | +1,208.7% |
| All | +2,967.0% | +5,537.6% | -2,570.6% | +1,269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling