+1,162.1%
AMAT vs CNH
+116.5%
+1,045.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.5% | +2.9% |
| 7D | -14.7% | -1.7% | -13.0% | -13.8% |
| 30D | -36.1% | -7.2% | -28.9% | -34.0% |
| 3M | -36.9% | +6.5% | -43.4% | -40.3% |
| 6M | -22.2% | +7.9% | -30.1% | -27.2% |
| YTD | +29.9% | +26.6% | +3.3% | +10.6% |
| 1Y | +43.3% | +13.8% | +29.5% | +28.3% |
| 3Y | +142.7% | +9.2% | +133.5% | +111.7% |
| 5Y | +126.2% | -15.6% | +141.8% | +121.1% |
| All | +1,162.1% | +116.5% | +1,045.6% | +798.8% |
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