+2,961.5%
AMAT vs CNH
+64.7%
+2,896.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +2.5% |
| 7D | -1.5% | +23.3% | -24.8% | -10.9% |
| 30D | -14.8% | +33.5% | -48.3% | -26.1% |
| 3M | -9.3% | +32.7% | -42.0% | -21.2% |
| 6M | +27.4% | +22.2% | +5.2% | +14.5% |
| YTD | +77.6% | +57.7% | +19.9% | +40.9% |
| 1Y | +188.9% | +28.0% | +161.0% | +151.4% |
| 3Y | +202.3% | +11.5% | +190.8% | +170.1% |
| 5Y | +248.9% | +11.9% | +237.0% | +206.4% |
| 10Y | +1,585.2% | +162.8% | +1,422.4% | +927.2% |
| All | +2,961.5% | +64.7% | +2,896.9% | +1,865.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling