+1,111.0%
AMAT vs CP
+259.9%
+851.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.7% | -12.9% | -13.1% |
| 7D | -24.3% | +6.1% | -30.4% | -27.6% |
| 30D | -39.8% | +9.8% | -49.5% | -44.0% |
| 3M | -40.2% | +2.7% | -42.9% | -41.8% |
| 6M | -22.1% | +12.8% | -34.9% | -30.0% |
| YTD | +24.7% | +28.2% | -3.5% | +1.0% |
| 1Y | +33.3% | +34.1% | -0.9% | +4.2% |
| 3Y | +133.9% | +28.9% | +105.0% | +84.1% |
| 5Y | +117.1% | +27.1% | +90.0% | +69.8% |
| All | +1,111.0% | +259.9% | +851.1% | +408.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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