-5.4%
AMAT vs CP
+10.4%
-15.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -1.9% |
| 7D | -11.2% | +5.6% | -16.8% | -9.2% |
| 30D | -31.9% | +10.0% | -41.9% | -29.8% |
| 3M | -32.3% | +4.4% | -36.7% | -30.1% |
| 6M | -5.4% | +14.1% | -19.5% | -8.6% |
| All | -5.4% | +10.4% | -15.8% | -8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling