+1,321.9%
AMAT vs CP
+257.3%
+1,064.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.4% |
| 7D | +11.4% | +2.1% | +9.2% | +9.8% |
| 30D | -17.0% | +9.3% | -26.4% | -22.6% |
| 3M | -30.6% | +0.5% | -31.1% | -31.4% |
| 6M | -14.9% | +10.4% | -25.4% | -22.4% |
| YTD | +44.7% | +28.7% | +16.0% | +16.8% |
| 1Y | +66.9% | +33.2% | +33.7% | +31.3% |
| 3Y | +153.3% | +38.4% | +114.9% | +88.9% |
| 5Y | +146.2% | +26.2% | +120.0% | +93.6% |
| All | +1,321.9% | +257.3% | +1,064.6% | +463.4% |
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