+33.3%
AMAT vs CNH
+10.4%
+22.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.9% | -9.6% | -12.4% |
| 7D | -24.3% | -0.4% | -23.9% | -24.1% |
| 30D | -39.8% | -15.2% | -24.6% | -36.6% |
| 3M | -40.2% | +4.3% | -44.4% | -42.7% |
| 6M | -22.1% | +10.1% | -32.2% | -27.2% |
| YTD | +24.7% | +23.2% | +1.5% | +12.1% |
| 1Y | +33.3% | +8.5% | +24.8% | +24.3% |
| All | +33.3% | +10.4% | +22.9% | +24.3% |
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