+117.1%
AMAT vs CNH
-17.9%
+135.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.9% | -9.6% | -11.8% |
| 7D | -24.3% | -0.4% | -23.9% | -24.1% |
| 30D | -39.8% | -15.2% | -24.6% | -35.4% |
| 3M | -40.2% | +4.3% | -44.4% | -42.9% |
| 6M | -22.1% | +10.1% | -32.2% | -27.8% |
| YTD | +24.7% | +23.2% | +1.5% | +8.0% |
| 1Y | +33.3% | +8.5% | +24.8% | +22.6% |
| 3Y | +133.9% | +4.1% | +129.8% | +108.8% |
| 5Y | +117.1% | -17.8% | +134.9% | +116.4% |
| All | +117.1% | -17.9% | +135.0% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling