+2,144.1%
AMAT vs CNC
+5,764.6%
-3,620.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.0% | +10.2% | +5.4% |
| 7D | -14.7% | +1.9% | -16.6% | -15.2% |
| 30D | -36.1% | +7.3% | -43.4% | -37.2% |
| 3M | -36.9% | +8.6% | -45.5% | -38.4% |
| 6M | -22.2% | +26.0% | -48.2% | -26.7% |
| YTD | +29.9% | +69.5% | -39.5% | +13.7% |
| 1Y | +43.3% | +88.0% | -44.7% | +22.4% |
| 3Y | +142.7% | -2.9% | +145.6% | +125.3% |
| 5Y | +126.2% | -6.0% | +132.2% | +109.0% |
| 10Y | +1,211.7% | +126.4% | +1,085.3% | +884.4% |
| All | +2,144.1% | +5,764.6% | -3,620.5% | +887.2% |
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