+61.4%
AMAT vs CNH
+15.2%
+46.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -11.2% | +6.5% | -17.7% | -12.9% |
| 30D | -31.9% | -12.0% | -19.9% | -29.1% |
| 3M | -32.3% | +4.4% | -36.7% | -34.9% |
| 6M | -5.4% | +15.7% | -21.1% | -13.1% |
| YTD | +44.3% | +28.2% | +16.0% | +27.2% |
| 1Y | +61.4% | +14.8% | +46.6% | +47.7% |
| All | +61.4% | +15.2% | +46.1% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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