+1,425.2%
AMAT vs CNH
+113.9%
+1,311.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +5.1% |
| 7D | +7.0% | +6.7% | +0.3% | +4.0% |
| 30D | -20.6% | +7.2% | -27.8% | -23.5% |
| 3M | -24.8% | +17.5% | -42.3% | -32.3% |
| 6M | -10.7% | +15.0% | -25.7% | -19.1% |
| YTD | +54.3% | +36.8% | +17.5% | +26.4% |
| 1Y | +73.7% | +27.6% | +46.1% | +47.1% |
| 3Y | +168.4% | +34.3% | +134.1% | +111.1% |
| 5Y | +167.6% | -12.2% | +179.8% | +157.0% |
| 10Y | +1,425.2% | +113.9% | +1,311.3% | +848.2% |
| All | +1,425.2% | +113.9% | +1,311.3% | +848.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling