+126.7%
AMAT vs CP
+24.4%
+102.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +5.2% |
| 7D | -14.7% | +2.8% | -17.5% | -16.2% |
| 30D | -36.1% | +10.2% | -46.3% | -40.1% |
| 3M | -36.9% | +2.4% | -39.2% | -38.2% |
| 6M | -22.2% | +7.7% | -29.9% | -27.1% |
| YTD | +29.9% | +26.0% | +3.9% | +8.9% |
| 1Y | +43.3% | +34.6% | +8.6% | +14.6% |
| 3Y | +142.7% | +26.7% | +116.0% | +97.4% |
| All | +126.7% | +24.4% | +102.4% | +83.7% |
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