+2,387.2%
AMAT vs CNH
+33.9%
+2,353.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -11.2% | +6.5% | -17.7% | -13.8% |
| 30D | -31.9% | -12.0% | -19.9% | -28.4% |
| 3M | -32.3% | +4.4% | -36.7% | -35.2% |
| 6M | -5.4% | +15.7% | -21.1% | -13.8% |
| YTD | +44.3% | +28.2% | +16.0% | +24.1% |
| 1Y | +61.4% | +14.8% | +46.6% | +45.7% |
| 3Y | +170.6% | +8.3% | +162.3% | +141.5% |
| 5Y | +156.4% | -15.2% | +171.7% | +152.0% |
| 10Y | +1,356.4% | +122.0% | +1,234.3% | +853.8% |
| All | +2,387.2% | +33.9% | +2,353.2% | +1,631.3% |
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 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