+247.2%
AMAT vs CP
+32.0%
+215.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.1% |
| 7D | -1.5% | -2.7% | +1.2% | +0.1% |
| 30D | -14.8% | +0.2% | -15.0% | -14.9% |
| 3M | -9.3% | +2.6% | -11.8% | -11.5% |
| 6M | +27.4% | +6.0% | +21.4% | +21.5% |
| YTD | +77.6% | +24.9% | +52.6% | +51.0% |
| 1Y | +188.9% | +20.1% | +168.8% | +151.4% |
| 3Y | +202.3% | +16.4% | +185.9% | +163.7% |
| All | +247.2% | +32.0% | +215.2% | +176.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling